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I have connected an IR remote receiver to my Rasberry Pi's GPIO BCM 3 on.

The receiver works as expected and I have the wanted side effect, that if off as soon as an arbitrary key on the remote is pressed, the Raspberry Pi boots up.

My question is, have I to face any side effects with this setup?

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This question is unanswerable - depends on the undefined IR remote receiver.

Pin 5 (BCM 3) is just another input (by default) but is probably a poor choice, as it has a 1.8kΩ pullup, and the receiver may not be able to pull it down.

Pin 5 can be used to reboot the Pi (but AFAIK should not affect the Pi unless shutdown - but I have never tested this)

Name:   gpio-shutdown
Info:   Initiates a shutdown when GPIO pin changes. The given GPIO pin
        is configured as an input key that generates KEY_POWER events.
        This event is handled by systemd-logind by initiating a
        shutdown. Systemd versions older than 225 need an udev rule
        enable listening to the input device:

                ACTION!="REMOVE", SUBSYSTEM=="input", KERNEL=="event*", \
                        SUBSYSTEMS=="platform", DRIVERS=="gpio-keys", \
                        ATTRS{keys}=="116", TAG+="power-switch"

        This overlay only handles shutdown. After shutdown, the system
        can be powered up again by driving GPIO3 low. The default
        configuration uses GPIO3 with a pullup, so if you connect a
        button between GPIO3 and GND (pin 5 and 6 on the 40-pin header),
        you get a shutdown and power-up button.
Load:   dtoverlay=gpio-shutdown,<param>=<val>
Params: gpio_pin                GPIO pin to trigger on (default 3)

        active_low              When this is 1 (active low), a falling
                                edge generates a key down event and a
                                rising edge generates a key up event.
                                When this is 0 (active high), this is
                                reversed. The default is 1 (active low).

        gpio_pull               Desired pull-up/down state (off, down, up)
                                Default is "up".

                                Note that the default pin (GPIO3) has an
                                external pullup.

EDIT To clarify you do not need gpio-shutdown to get powered up by driving GPIO3 low. This is always active UNLESS you use gpio-poweroff

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