Disclaimer: Despite the one star review, I think everyone needs to try this sandwich at least once in their life, as its somewhat of an iconic Pittsburgh schtick. With that said, once is probably enough.
Primanti's is famous because they famously pile fries and coleslaw into their sandwiches. This traces back to the days of the steel workers, who had no easy way of eating/packing the coleslaw and fries, so what easier way to consume it than to stuff it into the sandwich. I'd recommend the capicola and egg once you decide to make the plunge and pop your primanti's cherry. The fries can be kind of soggy, but like I said, it's worth trying once. I'd also recommend splitting the sandwich with someone else, if possible- it was definitely too much food and not worth saving for later.