The head gasket is one of the biggest concerns but there are others depending on the mileage and service history. Hopefully the previous owner has taken care of most of them. A proper PPI should catch the biggies (head gasket, leaky compressor, lower control arm bushings, ball joints, leaky water pump, etc.). If there aren't any service records, and you can't verify by inspection that a particular repair has been performed or will not be needed in the near future, you should assume many expensive repairs will happen on your watch.
Dan

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2012 E350 Bluetech