Currently, we don't know how to properly define "do what I mean / do what we really want" goal in a formal manner; if we had an superpowerful AGI system in front of us ready to be launched today, we wouldn't know how to encode such a goal in it with guarantees that it won't backfire. That's a problem that we still need to solve, and this solution is not likely to appear as a side-effect of simply trying to build a powerful/effective system.
However a more complicated example like having the AGI bring about world peace or clean up the environment could have undesirable side-effects because we don't know how to specify what we really want, or have conflicting goals. But that's the same problem we have with existing power structures like governments or corporations.