We present photoluminescence measurements in monolayer WSe$_2$, which point to the importance of the interaction between charged particles and excitonic complexes. The theoretical analysis highlights the key role played by exchange scattering, referring to cases wherein the particle composition of the complex changes after the interaction. For example, exchange scattering renders bright excitonic complexes dark in monolayer WSe$_2$ on accounts of the unique valley-spin configuration in this material. In addition to the ultrafast energy relaxation of hot excitonic complexes following their interaction with electrons or holes, our analysis sheds light on several key features that are commonly seen in the photoluminescence of this monolayer semiconductor. In particular, we can understand why the photoluminescence intensity of the neutral bright exciton is strongest when the monolayer is hole-doped rather than charge neutral or electron-doped. Or the reason for the dramatic increase of the photoluminescence intensity of negatively-charged excitons (trions) as soon as electrons are added to the monolayer. To self-consistently explain the findings, we further study the photoluminescence spectra at different excitation energies and analyze the behavior of the elusive indirect exciton.