The most frustrating problem I had was when I had 3 similar (but not the same) STM32 based boards on the bench in close proximity. I connected the ST-Link to the board, applied power to the target, the LEDs on the target lit the way they were supposed to, and the debugger could talk to an ST-Link, however the debugger told me that the ST-Link could not connect to the CPU.
Turned out that the workstation was connected to an STM32 Nucleo board with the same family processor as the target board I was trying to work on that had the operating power separated from the debugger power, and the ST-Link I had connected to my target was plugged into a laptop sitting on the other side of the bench. Took me over a day to work out what was wrong. It was all due to the tangle of nearly identical USB cables connected to various things. I’ve taken to using colored tape to mark each end of each cable so that I can quickly tell which mini/micro USB belongs to each USB A connector on the host side.
Been a few years since I had that problem, so I might have a detail or two wrong.