A super/mega server is when all the worlds combine.
Where as all players who play FFXIV can all meet in the same city, field, etc...

Maybe this question has probably been asked many times.

But if FFXIV were to convert to a super-server/mega-server, what kind of issues would arise?

The only issue I can think of is the people who already paid to transfer to another world.
How would the player who paid real money to transfer react?