Kamakazee deer and of course, suicidal bear as well as rampaging moose. Also, snow. Although my daughter lived in the UP for 5 years working on her PhD, she claims she never saw a moose. Of course, the one you don't want to see will be smack in the middle of the road as you round the bend.
She said it often starts snowing there in mid to late September, although there have been snows recorded every single month of the year. So I'd start my visit on south side of the lake, around Sault St Marie so that by the time you've gotten to the west end and the lake effect snows kick in, you'll be headed around the "dry" side.