The hard part is the wall prep to get it flat enough to gracefully accept tile. If you have "bulges" from where the seams of the drywall meet or patches that were done, then your tile won't lay flat and straight. Take a 4' level and place it against the area you want to tile and identify the high and low spots from side to side and up and down. Then address those issues first.

The second obstacle to doing a mosaic backsplash can be the tile itself. Many of the lower quality mosaics do not have good consistant spacing and if you aren't very careful, can look wonky. That can affect the join areas between the sheets, making the installation look like 12" squares with too much space between them. Now, some of that is to be expected with handmade tile or something like a hand cut stained glass tile. But, you have to work to adjust the margins in order to be able to give it the best look.

If you can solve those two issues, the installation itself is relatively hassle free for a backsplash. I find it fun, but I'm weird that way. Get a back brace from a local hardware store, as it is hard on the back. Mastic will make it easier as it's grippier, but not all mastic is for use with glass tile. Some require a high latex admixed white traditional thinset. Read the tile makers installation instructions and understand them fully before beginning the project.

And don't begin your tiling career with a backsplash! Find a smaller project to practice on first, like doing a tile topped table for a patio. Get used to using the trowel to spread the thinset evenly and embedding the tiles. Do a practice piece that you could smash with a hammer if you hate how it comes out. You may love the work, or you may find you hate it and are unsuited to the fussiness of the project. It's better to find out on a small disposable project than 1/4 the through a big focal point in a kitchen.

I did two mosaic tiled shower stalls ... it was easy. I hired someone to do the grouting because they were large areas and I have bad wrists.

The previous answer is great ... make sure you use the right adhesive for the tile.

TRICKS:
Trim the edges of the mesh off flush with the tiles so you don't get the noticeable boundary between meshes.

If you are doing a pattern, lay it out somewhere so you can check the pattern, Then carry it to the place it will be installed a few chunks at a time.

Work bottom to top and from one side to the other. Don't apply all the adhesive at once ... take your time.

I made a tiny toothed trowel out of a spatula to use in the tight areas.

I used a straight metal strip about 2 feet long, slipping it in the spaces between the tiles to make sure the tiles lined up with the sheets below and to the side.

To minimize the visibility of the mesh squares, stagger the panels by a couple of rows, or remove some tiles at the edges to make an interlocking edge.

We didn't use glass mosaic, but did do a travertine mosaic. It also came on a mesh backer, but the edges weren't even so the sheets fit together:

We also took out some of the 1 x 1s and replaced them with blue glass mosaics:

It looks like I took this photo before we grouted. This project wasn't overly difficult and if you follow live wire oak's advice, you should do just fine. Do be sure to use the products that the manufacturer of your glass mosaic recommends.

I've done some DIY tiling and I love it. So far I've done an entry floor, bathroom walls and floor, kitchen backsplash, counters and kitchen floor. I like to create patterns and my backsplash has 5 different kinds of tiles, including some 2X2 travertine and bit of 1X1 mosaic. I would highly suggest the tile forum on a website called (this forum will not allow me to mention the site...nice! Maybe try googling tile forums). It is very active with experienced tilers and I've even gotten immediate help in the middle of "issues." Tile is often forgiving, grout fixes almost everything, tiles don't care about level, they want flat. I'm sure there are some intricacies you should know about mosaics (liveoak gave some good advice), but poke around that tile forum and I'm sure you will come across great info on doing exactly what you want to do.

I did, and like Live_wire_oak said, OMG my back killed me from it. The major thing is that in your home your walls are probably not perfectly flat, the tiles are not perfectly square, the sheets are not perfectly square, and your backsplash is probably not perfectly square.

Important to leave space in the corners and at the bottom for caulk. Do not grout the bottom space nor the corners--you need caulk between the corners and between the counter and the tile. I also caulked the vertical edge under the cabinet to the counter.

The mosaics we used from Lowe's said the type of mastic and the type and color of grout to use with it.

But, overall, the mosaics were very forgiving, and I was able to do it in a day. I also took out some mosaics and put in some 2 x 2" stainless tiles behind the range.

Oops, I mean I was able to get the tile up in one day then grouted on another day.

Here they are ungrouted.