Complex networks have become the main paradigm for modelling the dynamics of interacting systems. However, networks are intrinsically limited to describing pairwise interactions, whereas real-world systems are often characterized by higher-order interactions involving groups of three or more units. Higher-order structures, such as hypergraphs and simplicial complexes, are therefore a better tool to map the real organization of many social, biological and man-made systems. Here, we highlight recent evidence of collective behaviours induced by higher-order interactions, and we outline three key challenges for the physics of higher-order systems.