One challenge is staying true to the nature of SCP 1471. Since it's part of the SCP universe, it has certain characteristics that need to be respected in the fanfiction. Another is creating a believable relationship between the male reader and the female SCP 1471. Given their very different natures, it can be hard to make their interactions seem natural. Also, the SCP universe has a lot of lore and rules, and not breaking those while still creating an engaging story can be difficult.
The SCP Foundation is purely fictional. It's a collection of imaginative and often creepy stories and characters that are made up for entertainment purposes and have no basis in reality.
SCP 106's origin is rather mysterious. It is an extremely dangerous and malevolent entity within the SCP Foundation's lore. Some believe it has existed for a long time, perhaps emerging from some sort of dark dimension or abnormal space.
No. SCP 939 itself is part of a very dark and often disturbing SCP Foundation concept. And when you add 'lemon' which usually implies sexual or inappropriate content in fanfiction, it is definitely not appropriate. It goes against the standards of decency and morality.