Honestly, her main problem is what people project onto her like Regina. I'm replaying the college party and that girl is a true viper when you see her targeting Penny every chance she gets. Not only is she throwing beer on her as an accident, she's stealing the yearbook to put on Penny, and further willing to use Orion just to look at her face in pain. It's just amazing how much of a horrible little poison pill she is in doing everything she can to cause and inflict misery onto someone being more successful than she could ever be.
Look around that viper's room and she's empty and vapid, only trying to sound important while doing no work but to steal joy from others.
I truly can't stand for her... And it's more or less why Penny watches those types move past her as time moves on.
Calling her problems minimal compared to anyone except Alex and Luna is more of a "you" problem than a Penny issue (not you specifically, the people who are claiming she has no issues). Penny certainly has problems that rival anyone in her family and Nova. Alex and Luna have actual issues, to some extent.
I can easily dismiss all of the other girls problems as simply as Penny's were.
Annie - Oh no, she gets to travel abroad for school, a thing most people wish they could do, and her two best friends actually went with her so she's not alone. She's also in love with one of them and he returns her affections, life is awful when you get literally everything you dream of.
Dalia - She's such a badass she can kick nearly anyone's ass in a one on one fight of any gender, it's a bit unfortunate that the strongest woman in the world is also in her town and her love interest is literally magical. It must be horrible to be the equivalent of the second best player on an all start team.
Nova - She's a genius with what might as well be magical perception with her eye, excels at everything she does, is gorgeous and has to deal with a bit of anxiety... you know, a condition more than a 3rd of people suffer from and basically every teenager ever.
Nancy - What would have been a hard life as a single mother could not have turned out better, the girls, despite having a working mom turned out incredibly well adjusted and make good decisions, even as teenagers. She has an excellent job that affords her a very nice lifestyle so she can afford to not only raise her two girls, but take in 2 exchange students, and she has people fawning over her non stop, despite her age.
Nobody is actively trying to hurt any of these people to any degree whatsoever. Penny has a psychopath trying to ruin her life and people in her industry trying to actively molest her and her fanbase is a bunch of weird incels that get nasty the second you aren't virtually sucking their dicks...