Personal search, including email, on-device, and personal media search, has recently attracted a considerable attention from the information retrieval community. In this paper, we provide an overview of challenges and opportunities of learning with implicit user feedback (e.g., click data) in personal search. Implicit user feedback provides a convenient source of supervision for ranking models in personal search. This feedback, however, has two major drawbacks: it is highly sparse and biased due to the personal nature of queries and documents. We demonstrate how these drawbacks can be overcome, and empirically demonstrate the benefits of learning with implicit feedback in the context of a large-scale email search engine.