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Should I use multiple column primary keys or add a new columcolumn?

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Should I use multiple column primary keys or add a new colum?

My current database design makes use of a multiple column primary key to use existing data (that would be unique anyway) instead of creating an additional column assigning each entry an arbitrary key. I know that this is allowed, but was wondering if this is a practice that I might want to use cautiously and possibly avoid (much like goto in C).

So what are some of the disadvantages I might see in this approach or reasons I might want a single column key?