Pros
You learn fast, you see a lot of different projects, you work with different people in almost every project, you are exposed to the client's leadership even in junior positions
Cons
Toxic culture: you are expected to work a lot, even if there is not really important or urgent to do. Poor mechanisms of control of partners and principals, who may behave unethically and can give very subjective evaluations to associate and project leaders (that importantly influence their careers). The firm is trying to improve its gender diversity, but it seems "greenwashing", there is a very male-centric culture. I believe this depends on the country of the BCG's office. In my case it was Italy. Working with German colleagues, I realized that my experience was different from theirs.