This study aimed to examine the challenges that adult participants experienced in immersive virtual reality (I-VR). Practitioners have indicated that some challenges persist from trainee to trainee and scholars have called for the design and development of virtual reality (VR) applications based on learning theories. Thus, we examined challenges immersed learners experienced during self-discovery of game mechanics and assembly task within an early-development I-VR program. We clarified the immersive learning phenomenon by studying the self-reported problem statements from 168 university students and staff. They used an HTC Vive Pro Eye device and a custom-built software. Through an iterative content analysis of post-survey and video-stimulated recall interviews, we retrieved 481 problem statements from the participants. As a result, we derived and detailed 89 challenges, 22 component features, 11 components, and 5 principal factors of immersive learning. The most cited components that the participants found challenging were the use of controllers and functions, reciprocal software interaction, spatial and navigational constraints, relevance realisation, and learner capabilities. Closer inspection of the quantified data revealed that the participants without digital gaming experience reported relatively more hardware-related problem statements. The findings regarding the constraints of immersive learning helped clarify the various actants involved in immersive learning. In this paper, we provide a design implication summary for VR application developers. Further research on theory-based development and design implications in various immersive training settings is needed.