What won't be an issue?
EDIT: oh, maybe you mean that not using a breadboard won't be an issue?
You need to prototype and test your circuit. How will you do this, if you do not use breadboards? Maybe you will use protoboard or stripboard. The DF player is compatible with those also.
If you plan to prototype your circuit by connecting several modules with a rat's nest of wires, that could be an issue.