I believe that movies in the RoboCop, Pacific Rim, and Iron Man series demonstrate well some of the problems of building and controlling a powered exoskeleton. I recall in both instances demonstrations of failed experiments showing kinds of powered exoskeletons vibrating like mad, falling over and becoming largely immobilized, injuring the pilot by exceeding their natural range of motion, and perhaps other darkly comical outcomes.
One problem that is difficult to overcome is that of fine control. There can be sensors inside to detect motion of the pilot to indicate a desire to move. The suit moves, and that then changes the position of the sensors in relation to the pilot. If not controlled very very carefully this can result in the pilot getting shaken as the suit keeps moving back and forth in rapid succession to find the point in 3D space where the wearer wants to move. This can mean the suit falls over and just convulses on the ground as the pilot is beaten to a pulp bouncing about inside the exoskeleton armor.
Another problem of control is by dialing back the sensor sensitivity to avoid vibrating like mad from the pilot bouncing about inside is the exoskeleton is moving so slowly as to be maddening. Maintaining balance while walking would be exceedingly difficult if not impossible. The suit could perhaps be made to work, be incredibly durable, but so encumbered in motion that it's not likely advantageous over something like a forklift or skid-steer tractor in lifting items and traversing over the ground.
If the exoskeleton is not properly limited in range of motion then the pilot could be severely injured, such as having limbs ripped from the torso. Because each person has their own limits on comfortable range of motion the exoskeleton would have to be greatly limited in range of motion, have limits on who is allowed to pilot it, or have some means to adjust itself carefully to the pilot.
If the exoskeleton doesn't have all kinds of built in safety mechanisms to manage battle damage then a sufficiently damaged exoskeleton could become a coffin for a pilot that had otherwise sustained minor injuries. If the exoskeleton can't provide a means for rapid escape then the pilot could face suffocation, bleeding out, or something because medical care was impeded by having others trying frantically to cut through the armor to get the pilot out.
RoboCop doesn't have these problems because the pilot is a quadruple amputee, the suit being a prosthesis that's controlled by implants into the spinal column or something. Pacific Rim gets around the problems by the exoskeleton being so large that the pilots are not wearing the exoskeleton like a suit of armor, there's two pilots to presumably control different aspects of the exoskeleton and aided by some alien technology to synchronize motion, they can readily escape by unbuckling themselves or whatever from the sensor array, and there's just many layers of armor to penetrate before the pilots would sustain injury or some outside force influences their motion.
Iron Man is a bit of an interesting case, at least in my mind. They just kind of hand wave over the common problems of suit control and safety by making the pilot and builder so smart that he made an absolutely finely tuned control system that allows for voice commands, predictive controls, sensors embedded in the body of the pilot, and so on to the point that the armor is near sentient/autonomous and appears to read the mind of the pilot.
Then is the issue of powering the suit. Pacific Rim shows nuclear reactors powering the exoskeletons, reactors that are apparently leaking large amounts of radiation when in operation but is mitigated by the area of operation being devoid of any humans but the pilots that have a small heavy shield between them and the reactor. The Pacific Rim exoskeletons are likely irradiating their opponents but there's not likely to be much concern about that, it is likely considered advantageous. Iron Man has some fanciful power source that defies physics as we know it. Robocop apparently uses some kind of batteries or fuel cells that need to be recharged everyday or the pilot that is bolted inside will die.
With current technology we could possibly see someone able to build an exoskeleton that could be useful in combat. Powering the exoskeleton would likely be a problem so most of the load bearing would likely be with springs and other devices that maximize the efficiency of motion of the pilot than powering motions directly, provides weight redistribution around the pilot's body than through it, and so on to where the pilot is kind of "weightless" inside the armor. The pilot would not be fighting against gravity/weight but only inertia/mass. There could be some power source and motors that provides some bursts of power, aids in repetitive motions like walking, and reacts to some extent to short sudden motions like falls, impacts of weapons, or recoil from rifles. To keep the exoskeleton from becoming the pilot's coffin there would have to be some kinds of "circuit breakers" where the armor more likely comes off rather than crushing, spalling, or some such and injuring the pilot.
Making a practical combat-ready exoskeleton is really hard. I believe it is possible but it would likely quite the compromise compared to something like an armored truck that would cost about the same to build and maintain while providing greater capabilities on mobility, protection, and bringing mayhem to an opponent.