Socio-conversational systems are dialogue systems, including what are sometimes referred to as chatbots, vocal assistants, social robots, and embodied conversational agents, that are capable of interacting with humans in a way that treats both the specifically social nature of the interaction and the content of a task. The aim of this paper is twofold: 1) to uncover some places where the compartmentalized nature of research conducted around socio-conversational systems creates problems for the field as a whole, and 2) to propose a way to overcome this compartmentalization and thus strengthen the capabilities of socio-conversational systems by defining common challenges. Specifically, we examine research carried out by the signal processing, natural language processing and dialogue, machine/deep learning, social/affective computing and social sciences communities. We focus on three major challenges for the development of effective socio-conversational systems, and describe ways to tackle them.