Power management on a laptop.
Use a 10 year old Logitech mouse out of the box.
Mint's stupid annoying print monitor.
Dealing with cached samba creds though the box to save creds wasn't checked.
The lack of real competitors to office. And no, Open Office doesn't come close to replacing MS office.
There's lots that's annoying.
But Linux is excellent as my servers, as my VM host, as my dedicated systems. Still has it's issues, but works great for always-on systems with very specific tasks.
Linux and Windows serve different purposes.