Problem 1: 

In IE 11, embedded PowerApps application is not loaded properly, instead, I get the Sign-in screen. Clicking the Sign-in will not load the app. This issue is sporadic.

Solution: 

We suggest to clear the browser cache and cookies for that specific SharePoint Site and sign in again. If the issue is frequent, please consider opening the page in another advanced browser (Google Chrome, Mozilla, etc.)

Problem 2:

Embedding PowerApps on SharePoint On-Premises will not work on HTTP protocol in Google Chrome. An infinite loading circle will be displayed instead of the application.

Solution:

Either upgrade the hosting site to HTTPS or try to use other browsers (Mozilla, Edge, etc)

Related articles:

• Adding Your First PowerApps Application to SharePoint
• Embed PowerApps on SharePoint On-Premises and SharePoint Online (cross-tenant)