I shared my experience with Exchange 2016 on Windows Server 2016 in the last few weeks.
The most annoying problem, in my opinion, is the Get-Help Issue! I must admit, that I use Get-Help a lot, mostly because the Help is great and why remember every option if you can use Get-Help?

Nevertheless, there is a workaround!

Open a PowerShell Session (On the Exchange Server, or remote) and then type this:

add-pssnapin -name Microsoft.Exchange.Management.PowerShell.SnapIn

I’m not sure if this is officially supported, but it seems to work! At least for now this option could mitigate some of the issues.

I ended up with two (2) Session: A regular Remote PowerShell connection against the Exchange Server (Stared like this: New-PSSession to http:///powershell/) and a normal Remote PowerShell Session where I load the Snapin.

I use the direct Exchange connection to execute all the commands and the remote PowerShell Session for Get-Help only.

At least for now, I cannot recommend Exchange Server 2016 on a Windows Server 2016 in production! I highly recommend Windows 2012 R2 as the operating system. This might change soon.
And I repeat myself: If you run Exchange 2013 right now: Stay where you are! Just wait until all the issues with Windows Servers 2016 are fixed and then upgrade to the latest version of both (Exchange and Windows Server).