The lack of interpretability is a major barrier that limits the practical usage of AI models. Several eXplainable AI (XAI) techniques (e.g., SHAP, LIME) have been employed to interpret these models' performance. However, users often face challenges when leveraging these techniques in real-world scenarios and thus submit questions in technical Q&A forums like Stack Overflow (SO) to resolve these challenges. We conducted an exploratory study to expose these challenges, their severity, and features that can make XAI techniques more accessible and easier to use. Our contributions to this study are fourfold. First, we manually analyzed 663 SO questions that discussed challenges related to XAI techniques. Our careful investigation produced a catalog of seven challenges (e.g., disagreement issues). We then analyzed their prevalence and found that model integration and disagreement issues emerged as the most prevalent challenges. Second, we attempt to estimate the severity of each XAI challenge by determining the correlation between challenge types and answer metadata (e.g., the presence of accepted answers). Our analysis suggests that model integration issues is the most severe challenge. Third, we attempt to perceive the severity of these challenges based on practitioners' ability to use XAI techniques effectively in their work. Practitioners' responses suggest that disagreement issues most severely affect the use of XAI techniques. Fourth, we seek agreement from practitioners on improvements or features that could make XAI techniques more accessible and user-friendly. The majority of them suggest consistency in explanations and simplified integration. Our study findings might (a) help to enhance the accessibility and usability of XAI and (b) act as the initial benchmark that can inspire future research.