Each therapy setting has it's own set of challenges. Some of the big ones are productivity standards in some settings, documentation on the patient and treatment session, insurances can be challenging, and even getting patients to believe in what you're doing as well.
Doctor of Physical Therapy | Health & Diversity Advocate | Dedicated Learner
Samantha brought up good points. Another thing that I think is challenging about being a physical therapist is the human aspect of it: empathizing with our patients and being an active listener while not engulfing their suffering and leaving work at work.