Popularity of service-oriented computing makes more and more companies and organizations provide their services through Web Application Program Interfaces (Web APIs). The Web APIs are considered to offer a convenient way to integrate web services to client applications. However, the integration process is often challenging. For example, updated Web APIs may be no longer compatible with the current version of client applications, thus break the client applications. To help the integration process, it is of significant interest to understand the challenges that are encountered by client developers. Developer forums and Stack Overflow are commonly used by client developers to seek help from fellow peers. In this paper, we mine both developer forums and Stack Overflow to find the common challenges encountered by client developers. We perform an empirical study on 32 Web APIs with a total of 92,471 discussions. To extract topics from all discussions, we apply a topic modeling technique called Latent Dirichlet Allocation (LDA). The results show that on average five dominant topics can cover at least 50% of questions regarding each Web API. We further investigate how topics evolve across Web APIs, and find five patterns. As a summary, our findings highlight a list of dominant concerns and persistent concerns for each Web API that Web API providers should pay more attention to.