This is an old wound for me as it's caused my business to fail in the past.
The biggest challenge I faced was finding good people. And then when I did find them, I couldn't hold on to them. So I ended up doing more work searching and teaching than I saved delegating.
The problem was, I think, the complexity of the project I wanted them to work on. It's like throwing them into a war zone right off the bat.
So I guess the moral of the story is, give the freelancers smaller projects first and build a business relationship with them. Be prepared to do the extra work at first for the benefits in the long run.
And most important of all, understand if you like hiring people and working in a team. I think many freelancers are freelancers because they love working alone and don't feel as comfortable in a team. That complicates things - it's hard to keep doing the work you don't like.