I can not cover it all here, but
- Public domain is not accepted everywhere (Creative commons zero license does what public domain should do).
- There is a clause that says “no warranty”, however if you sell the software, then you are bound by local sales laws. Consumer protection, etc.
- Some jurisdictions have software patents, so it may be illegal to create, sell, buy, use, import, or export the software.
- Some jurisdictions have Digital Restrictive Management, therefore it may be illegal to create, sell, buy, use, import, or export the software.
- Some jurisdictions have laws about encryption therefore …
- and the rest, there are probably more, but I don't know.
Use a good existing licence (approved by the Free Software Foundation). These have been checked by good lawyers, that insure that the licences are applicable globally. However there is nothing that can be said in a licence that can undo a law.
That been said: The GPL says you don't have to accept the licence, but if you do not, then note that this work is copyright, so you are bound by laws, and cannot do anything but use it.
This licence gets away with this, because if you choose not to accept it, then you are worse off.