Large Language Models (LLMs) have gained widespread popularity due to their exceptional capabilities across various domains, including chatbots, healthcare, education, content generation, and automated support systems. However, developers encounter numerous challenges when implementing, fine-tuning, and integrating these models into real-world applications. This study investigates LLM developers' challenges by analyzing community interactions on Stack Overflow and OpenAI Developer Forum, employing BERTopic modeling to identify and categorize developer discussions. Our analysis yields nine challenges on Stack Overflow (e.g., LLM Ecosystem and Challenges, API Usage, LLM Training with Frameworks) and 17 on the OpenAI Developer Forum (e.g., API Usage and Error Handling, Fine-Tuning and Dataset Management). Results indicate that developers frequently turn to Stack Overflow for implementation guidance, while OpenAI's forum focuses on troubleshooting. Notably, API and functionality issues dominate discussions on the OpenAI forum, with many posts requiring multiple responses, reflecting the complexity of LLM-related problems. We find that LLM-related queries often exhibit great difficulty, with a substantial percentage of unresolved posts (e.g., 79.03\% on Stack Overflow) and prolonged response times, particularly for complex topics like 'Llama Indexing and GPU Utilization' and 'Agents and Tool Interactions'. In contrast, established fields like Mobile Development and Security enjoy quicker resolutions and stronger community engagement. These findings highlight the need for improved community support and targeted resources to assist LLM developers in overcoming the evolving challenges of this rapidly growing field. This study provides insights into areas of difficulty, paving the way for future research and tool development to better support the LLM developer community.