GM's who are thinking of adding aetherial adventures to a Pathfinder campaign should consider a number of questions; some of these are presented below.
How well developed is space exploration and travel?
The answer to this question can have numerous implications for a campaign. After all, if the PC's are among the first to discover the possibility of aetherial travel, they gain a tremendous amount of potential influence. The powers that be are likely to take a considerable interest in the party's vessel; some might wish to hire their services, while others could seek to steal the ship. Many of the party's activities are the first of their kind, perhaps allowing them to lay claim to new territory for their own exploitation.
In what capacity are the PC's serving aboard their aethership?
The possible crew positions are detailed above, and can determine the daily tasks that the PC's face. This can be similar to deciding the watches that characters take during overland travel, in that the players should also determine in which watches their characters are active. There is also the question of how powerful the PC's are when they venture into space. This is likely to influence the positions that characters fill aboard aetherships, as mentioned above. Starting PC's might be ordinary crew members, or perhaps assistants to NPC's in specific positions. More seasoned characters, on the other hand, could fill those positions themselves, or perhaps even be captains or owners of vessels. By the end of a campaign, the PC's could even become merchant princes or military leaders with fleets of vessels at their command.
What do members of the planetary populations know about space travel?
The answer to this question can greatly influence roleplaying situations when the PC's make landfall. Can they just sail into a port city, or must they land in the wilderness and make an overland trek so as to avoid suspicion? In the prior case, they can go about their business as usual, and the locals don't give the matter a second thought; in the latter case, they must conceal the true nature of their activities lest they cause a significant disturbance in the social fabric of the culture.
Is it possible to travel between known campaign settings?
One of the novel elements of the old Spelljammer campaign setting was that it allowed characters to move between the worlds and solar systems of existing campaign settings—say, from Oerth to Faerun to Krynn. A later incarnation of that setting, Beyond the Spider Moon, did away with that, instead focusing the action on a single system, Pyrespace. That seems to be the tendency for Pathfinder's Golarion setting, too. Even so, some GM's may wish to leave travel between settings. That can have serious repercussions, though, if one world has relatively low magic while on another one magic is common. For that reason, such possibilities should not be entertained lightly.
What religious implications does space fantasy have for a setting?
Building off of that last question, one must consider how having multiple worlds, each with its own native culture, affects the religion—and thus the planar structure—of a setting. In the example mentioned above, each setting had its own pantheon of deities. This meant that the universe had multiple pantheons, with deities overlapping in their spheres of influence. It also raised the question of whether gods from one setting had any influence in other settings, and thus whether or not they could grant spells and other divine benefits to their worshippers. That question has huge implications for the overall campaign(s).
What kinds of economic implications does aetherial travel have for a campaign?
Aetherships are valuable items. To that end, giving one to a party of adventurers puts a lot of potential monetary wealth at their disposal. On the one hand, they could share this asset and use it to set out on any number of interstellar adventures. On the other hand, they could sell it and use the gold for buying magical items with which to bolster themselves. The latter possibility could become unbalancing for a campaign, and it could also become problematic if the party faces multiple encounters in which they meet other aetherships in difficult situations and thus have a chance to claim other vessels as booty. For that reason, the GM should be careful to limit these potential acquisitions.
Does the campaign keep moving from place to place, or is it based out of a particular location?
By their very nature, fantasy roleplaying campaigns keep the party of adventurers moving from place to place. While such an arrangement provides plenty of opportunities for plot hooks and action, it can also make for a campaign that lacks any real sense of familiarity. It is true that the ship acts as the characters' home, but that's no substitute for living in a city to which the PC's return between their adventures. After all, that sense of “coming home” helps make the setting feel real for players. That is why it's probably best to avoid a purely episodic campaign in which the heroes are always moving from one place to the next.
What military implications do aetherships have for a setting?
Keep in mind, too, that flying ships have a considerable impact on battlefield tactics. In most medieval fantasy settings, fortresses are still formidable obstacles. While powerful characters have access to magic that lets them fly, ordinary soldiers do not. This all changes when those same soldiers can board an aethership and use it to fly over a castle's walls.