What performance issues commonly arise when querying data through a linked server, and how can you address them?

Queries against a linked server can perform poorly if SQL Server has to pull large amounts of data across the network before it can apply filters or joins locally, so it often helps to push as much filtering as possible to the remote query itself, use OPENQUERY to send a native query directly to the remote server, and avoid joining very large tables across the linked server connection.

SELECT * FROM OPENQUERY(RemoteServer, 'SELECT CustomerId, Name FROM Customers WHERE Region = ''West''');