Take some simple function of 2 variables, e.g. f[x_, y_]:= x+y and try to solve a PDE of it for the general solution:
DSolve[{Derivative[1, 0][f][x, y] == 1, Derivative[0, 1][f][x, y] == 1}, f, {x, y}]
This works as expected. However, if you try to give an initial condition for a particular solution, Mathematica is no more able to solve it:
DSolve[{Derivative[1, 0][f][x, y] == 1,
Derivative[0, 1][f][x, y] == 1, f[0, 0] == 0}, f, {x, y}]
Has anyone an explanation?