Challenges
The main issue which caused such a migration for me to fail was the fact users did not like to visit another webpage (yeah!) and they didn’t like the fact that they wouldn’t receive new posts in their Facebook feed or Facebook notifications (as if Facebook is its own browser! 
). Users seem to like “everything in one place”
Notifications is an issue on iOS specifically where web notifications are not supported in the OS so people will need to learn to rely on email notification that Discourse relies on there. This can be a source of friction.
Don’t underestimate Facebook stickiness then …
Solutions
You can configure a Facebook login to make transition much more straightforward which will also help guarantee users appear the same as they did on Facebook so there is no confusion over usernames etc.
You can automate posts to Facebook based on posts in Discourse using third party tools but that will force you to keep the old group on Facebook and risks splitting the community.
One solution is to provide features, content and experience they can’t get on Facebook. Writing plugins that tailor the experience for the specific subject matter is a powerful option but that’s an advanced topic.
Costs
If you are concerned about price, self hosting is the cheapest option but you need to learn some technical ropes. However that can be a lot of fun. Discourse make the self install route pretty pain free and it is extremely robust out of the box. You can install it yourself in half an hour once you’ve had a bit of practice. It’s very reliable once up and running. I’ve not had an outage in years.
Monetisation like affiliate links is a way to claw back the costs. You can make the affiliate links appropriate for the subject matter of the community which will make them more acceptable and jar less and might even be useful!