Global software engineering education (GSEE) is aimed at providing software engineering (SE) students with knowledge, skills, and understanding of working in globally distributed arrangements so they can be prepared for the global SE (GSE) paradigm. It is important to understand the challenges involved in GSEE for improving the quality and experience of educators and students. This paper reports the findings of an empirical study on the socio-cultural aspects of GSEE. A case study was conducted involving 14 participants from ten different universities in eight countries. The data was analyzed using grounded theory's open coding procedure. The key contributions of this paper are the identification and description of seven dimensions of socio-cultural distance that caused several significant challenges in the courses: 1) language differences; 2) concept of time; 3) attitude toward grades; 4) assumptions about national culture; 5) differences in autonomy; 6) influence of the course lecturer; and 7) work habits. Recommendations from this paper that are expected to benefit GSEE educators and students include: cross-cultural orientation of students prior to the course; use of various strategies to support better comprehension of different English accents (e.g., speaking slowly, replaying recorded video messages, and text chatting); and educators familiarizing themselves and their students with the relevant GSE and GSEE literature.