**Core Concept**
Pseudocyst of the pancreas is a fluid collection in the abdomen that forms as a result of pancreatic inflammation or trauma, leading to the leakage of pancreatic juice into the surrounding tissues. The pseudocyst is lined by a fibrous wall and can cause various complications, including infection, hemorrhage, and obstruction of nearby structures.

**Why the Correct Answer is Right**
The most common complication of a pseudocyst of the pancreas is infection, also known as pancreatic abscess. This occurs when the pseudocyst becomes colonized by bacteria, leading to the production of pus and inflammation. The infection can cause severe symptoms, including fever, abdominal pain, and jaundice. The infection can also lead to the development of a pancreatic abscess, which is a collection of pus in the pancreas.

**Why Each Wrong Option is Incorrect**
**Option A:** Pancreaticopleural fistula is a less common complication of pseudocyst of the pancreas, which occurs when the pseudocyst communicates with the pleural space, leading to the leakage of pancreatic juice into the chest cavity.
**Option B:** Pancreaticopleural fistula is not the most common complication, making option B incorrect.
**Option C:** Pancreaticopleural fistula is not the most common complication, making option C incorrect.

**Clinical Pearl / High-Yield Fact**
It's essential to remember that the risk of infection in a pseudocyst of the pancreas increases with the size of the pseudocyst, the duration of symptoms, and the presence of underlying comorbidities such as diabetes or chronic pancreatitis.

**Correct Answer: A. Infection**