In Systematic Error Handling in C++ Andrei Alexandrescu claims that C++ exceptions are very slow. And though I have no doubts because I know the internals of exception handling, it is interesting to see some proofs yourself by benchmarking how fast or slow exceptions are.
Sometimes, unexpected things happen. Your program throws an unexpected exception, which is caught by the framework, which loudly complains but provides no hints as to where this happened. You need to find the source of the exception, and this article will explain one of the possible ways to do that.
This article describes some gotchas you may face if you need to use C++ in your extension.