What are the advantages and disadvantages of using a embedded sql database?

What are the advantages and disadvantages of using an embedded SQL database instead of MySQL server? I am a web developer and I'm planning to develop an application for the shop, without investing my time to learn the Desktop application I wanna convert my web app to work as a desktop while embedding application server and database. I was wondering if there is anything I should know about before moving forward. I like the zero configuration and management part of embedded databases, but what are some disadvantages?