There are two issues:

- To build a centrifuge in space of sufficient size, you need to solve the problem of delivering a large amount of materials to orbit, because it has to be hundreds of meters in diameter at least.

- Such a centrifuge will create a gyroscopic effect, and the station will quickly become very difficult to control.

Couldn't you have two centrifuges next to each other spinning in opposite directions, cancelling most of the effect out? I believe some helicopters work like that, with two sets of rotors on longer troop transport helis. A few even have two sets on top of each other. And many planes have the props on opposite wings rotate in opposite directions.

You can try it with small capsules and tethers, but it's still a pain.