Firstly, as the cylinder will be fed directly from the mains rather than a gravity fed system, if you are in a good mains water pressure area you are likely to see an increase in water pressure across your home. As each property is different, your installer can advise on what you may find when you make the switch.
 

Secondly, the mains feed also means there is no requirement for header tanks in the loft, which could free up valuable extra storage space.

If you do want to make the change it is also advised that you speak to your installer about whether your boiler and pipework is suitable, particularly if you are in an older property, as increased pressure could create unwanted leaks. If it is deemed a problem, a new vented cylinder can be still fitted to the gravity system to retain a low pressure system.