Immersive Analytics is a quickly evolving field that unites several areas such as visualisation, immersive environments, and human-computer interaction to support human data analysis with emerging technologies. This research has thrived over the past years with multiple workshops, seminars, and a growing body of publications, spanning several conferences. Given the rapid advancement of interaction technologies and novel application domains, this paper aims toward a broader research agenda to enable widespread adoption. We present 17 key research challenges developed over multiple sessions by a diverse group of 24 international experts, initiated from a virtual scientific workshop at ACM CHI 2020. These challenges aim to coordinate future work by providing a systematic roadmap of current directions and impending hurdles to facilitate productive and effective applications for Immersive Analytics.