Front, middle, and side pillars, all roof handles, sunvisors, rear clips, and interior lights. Pretty much anything that touches the roof lining needs to be removed.
I would have a look at your roof, if you're lucky then you'll have the mounting points for the console and if you're really lucky they wiring for it might already be there. If the console was an avaliable option in your country or other models had it then it's more likely that you will have the wiring and mounting points there.
If not then you'll have to mount it yourself, and wire it up. I installed an overhead console from a Holden Commodore into my old Toyota Camry - Cut a hole in the roof lining, quicksteel'd some bolts to the roof for a mounting point, wired it up. Anything is possible.