I don't think it's necessarily a bad thing. I have 5 retrograde planets, and my life pretty much turned out OK.
The outer planets Uranus, Neptune, and Pluto are retrograde much of the time. So whatever is going on with them, a lot of people share it.
Generally, in a natal chart, the energy of the retrograde planet is turned inward. It may not have a free-flowing outward expression. Yet the person may have a rich inner life. If a retrograde planet is well-situated, it shouldn't be a problem, notably if the planet has subsequently turned direct by progression. You can check this via an ephemeris (see the free one at Astrodienst, or simply use their free charts section to cast a progressed chart.)
Saturn opposite sun will always be retrograde. This person may feel picked-on by authority figures, especially in a night birth where Saturn symbolizes the father. It can lead to self-esteem problems early in life, but if the person can recognize Saturn as a teacher or life-coach, this one should work out later in life; notably around age 40 when the progressed sun will trine natal Saturn. Generally Saturn retrograde's fault-finding tendencies will be turned inward; but this person can develop great inner self-discipline and stamina.
Jupiter retrograde people tend to appear rather formal or serious! For sure they have a sense of humour, but you sometimes find a kind of stiffness around their demeanour. Jupiter is kind of the Santa Claus of the zodiac, so natural jollity or feeling comfortable acting silly isn't their thing. But they may have inner interests in religion or philosophy. (p. s. my husband, ex-husband, and dad all have/had Jupiter retrograde.)
Mars retrograde people can be very hard on themselves, because Mars's natural aggression gets turned inward. On the other hand, Tiger Woods has Mars retrograde, and he is known for his inner concentration on the golf course. (Mars rules athletes.)
Venus retrograde, I confess, I understand the least. I don't know anyone who has it. Anyone? Supposedly Venus's natural affection and sense of esthetics is turned inward, so these people often have a rather mysterious look about them.
Mercury retrograde means that the person's thought is turned inward. They like to mull over various data bits that don't seem to fit together properly until they find the key that makes sense of them. It is easy for Mercury retrograde people to go off on tangents when they try to explain something, because communication doesn't necessarily flow in a direct manner. My Mercury is retrograde, and my life is kind of a walking Murphy's Law. ("If something can go wrong, it will.") I learn to plan for snafu situations. I try to think through a Plan B in case Plan A goes awry.
The sun and moon are never retrograde. The lunar nodes are always retrograde.