Personally, I have really liked my decision so far. It has been a very good experience. If I had to do it again, I definitely would.
Easier Theme Editing
Wordpress uses PHP. Pelican uses HTML/CSS. I do not know PHP, but I do know HTML and CSS. This makes it a lot easier for me to make changes to the pelican theme that I've decided to use. On Wordpress, I wasn't able to make any edits because I was in foreign territory.
No more MySQL Database
This one is simple enough. Wordpress requires a MySQL database. Pelican does not. I don't need to run MySQL anymore, backup MySQL anymore, or worry about any SQL injection vulnerabilites.
I have my Pelican directory setup in a Github repository. This makes it easier for me to have a backup of Pelican. The changes I've made to my theme are saved. The plugins I'm using are also saved.
With Pelican I get to use Markdown for writing posts and pages. I'm familiar with Markdown since it is used on Reddit and Github, so I'm really happy about being able to use Markdown for my website. I've also found a really nice Windows Markdown program called MarkdownPad 2.
All in all, it's been a good experience. I haven't come across any downsides to the migration. I would do it again if I had to. And I fully recommend using Pelican to host your own website.