Pros
An amazing way to meet people from all parts of the world, with the occasional celebrity sighting (depending on where you work within the UN system). You can learn (or have to learn) great negotiating skills here, whether or not you take one of the excellent free courses that are offered (and I recommend that you do take them, schedule permitting, including languages). Skills-training is encouraged. Opportunity to go on mission to various parts of the world is available, though you may wish to choose carefully where you go. Much more time off than the typical American workplace, though the work often dictates when you can take it. I've found that the time can generally be worked into a good work-life balance.
Cons
Sometimes you have to fend completely for yourself in learning new skills or the ways of the Organization. People can be "too busy" to help answer a question. But it depends on where you land and who your colleagues are. Most are willing to help or steer you in the right direction. It's a vast organization and there is a lot to learn about it. Job opportunities are scarce and not sure they're opening up soon, unfortunately. You can get stuck at one level for a long time, financially, as well. Depends what's available in the system. You are lucky, though, if you do get a job here.