AI agents have rapidly gained popularity across research and industry as systems that extend large language models with additional capabilities to plan, use tools, remember, and act toward specific goals. Yet despite their promise, developers face persistent and often underexplored challenges when building, deploying, and maintaining these emerging systems. To identify these challenges, we study developer discussions on Stack Overflow, the world's largest developer-focused Q and A platform with about 60 million questions and answers and 30 million users. We construct a taxonomy of developer challenges through tag expansion and filtering, apply LDA-MALLET for topic modeling, and manually validate and label the resulting themes. Our analysis reveals seven major areas of recurring issues encompassing 77 distinct technical challenges related to runtime integration, dependency management, orchestration complexity, and evaluation reliability. We further quantify topic popularity and difficulty to identify which issues are most common and hardest to resolve, map the tools and programming languages used in agent development, and track their evolution from 2021 to 2025 in relation to major AI model and framework releases. Finally, we present the implications of our results, offering concrete guidance for practitioners, researchers, and educators on agent reliability and developer support.

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