Common problems:

• moving a dynamic Rigidbody directly with Transform every frame;
• missing Rigidbody when expecting physics events;
• using complex Mesh Colliders unnecessarily;
• badly sized colliders;
• applying gravity twice;
• Raycasts hitting unwanted layers;
• trigger configuration mistakes;
• fast objects using unsuitable collision detection.

Always review Collider, Rigidbody, Layers and the Collision Matrix together.