You mean personal or work-wise? In principle it should be a good thing to share work-challenges with one's supervisor, as it can help address them. Sometimes supervisors can punish students for being too open about something that was overlooked, didn't work, etc. Ultimately though that's what honesty is all about, revealing important facts irrespective of consequences.
On a personal level, I had a very bad experience with sharing personal difficulties with a supervisor. I'd never do it again, as professionally competent supervisors can be extremely incompetent and discompassionate when it comes to advising or dealing with a student's personal issues.