There are no real problems associated with having larger images in your galleries (other than the larger file sizes which result in the need for more server storage space and longer download times).
Assuming your galleries are Juicebox-Pro galleries:
(1) Images will always be dynamically scaled down to be displayed in their entirety, no matter what the size or shape of the user's viewport is (as long as imageScaleMode is set to SCALE_DOWN (the default value) or SCALE).
(2) Images are preloaded (according to the imagePreloading configuration option value) so while one image is being viewed, the next few images are being preloaded in the background so any delay associated with larger images will be minimal and may only be apparent on the first image. (The default value for imagePreloading is PAGE (whereby all images on the current thumbnail page are preloaded) but you can change it to NEXT (the next image only) or NONE, if you like.)
(3) You could have a Multi-Size Image gallery whereby your gallery can have up to 3 different image sizes and Juicebox-Pro will display the size most appropriate to the user's device and screen size.
GO to 'Site -> Customize Viewers -> Juicebox-Pro (Edit)', then scroll down to 'Pro Viewer Options' and expand the 'Multi-size Images (Pro)' section for the options.
Short descriptions of the configuration options in bold above can be found in the Main Image Options section of the Juicebox-Pro Config Options page.
I hope this helps.