I have a Lumia 920 and I'm using Windows 8. When I first imported my music I noticed that some of my DRM songs wouldn't play because it couldn't verify the usage rights. However, I just pressed play a second time and haven't had a problem since. Just to be safe, make sure your computer and phone are listed on the
Xbox Music Device page.
I did manage to get some of my playlists imported from my Zune to my 920. I had to use the WP8 Desktop App. Unfortunately, some of the playlists list 0 songs despite the fact that they all play fine under Zune and Xbox Music on my computer. I noticed that the playlists that won't play are the ones that I copied-pasted from my previous Windows 7 installation. I'm guessing Zune/Xbox Music did a great job of automatically fixing the broken file paths but the 920 can't fix the old file paths hence why it says 0 songs.