There is one issue that hydraulic clutches have that mechanical ones don't: leakage. If you find any leakage in a hydraulic clutch setup, you need to repair it. Once enough fluid leaks out, you will no longer be able to operate your clutch. Before that happens, you might notice difficulty engaging gears when shifting. This could indicate that the clutch is not fully releasing. If that's the case, the clutch will still be partially applied when you shift gears.
Looking for leaks is simple as long as you can put your eyes on the hydraulic clutch components. I usually start by looking up under the dash where the clutch pedal mechanism terminates at the firewall or bulkhead. This is usually where the master cylinder is located. If you see any leakage from the master cylinder, replace it. I'd also recommend replacing the slave cylinder at the same time. This way you know that all the working parts of your hydraulic clutch system have been addressed and should be functioning normally from here on out. It would be a real pain to have to go back and replace a slave cylinder after replacing the master cylinder.
Inspect the slave cylinder in the same way as a master cylinder if you can get access to it. If your slave cylinder is part of your throw-out bearing assembly, I'd recommend you replace it when replacing your clutch.
If you don’t and it ends up leaking, you'll have to go back in there to replace it. Here's a video about inspecting and replacing clutch hydraulics that you might find useful.
One thing that came up a lot in the comments of that video was the bleeding procedure. Personally, I think the best way to bleed out a system like that is with a vacuum bleeder. A pressure bleeder will also work well. The method shown in the video was to illustrate how to perform the job with minimal tools; however, I'd recommend a vacuum bleeder or pressure bleeder for best results.