Java programmers would be confused the most, because they would have to unlearn the most. In Java, a class is a type on its own right. An object of class (and, hence, type) `Foo` has a very specific data structure, even if this data structure is unknown to the user. On the other hand, in OCaml, a class is just a constructor for objects of a particular structural type. Two objects with the same structural type can have completely different underlying data structures. Making things even more confusing, inheritance doesn't entail subtyping - a class `foo` can inherit from a class `bar`, without `foo`'s type being a subtype of `bar`'s type. This happens if `bar`'s type contains negative occurences of its self-type. As a result, few intuitions about Java's class system carry over to OCaml.
Python programmers would be somewhat less surprised, but if their idea of a typed object-oriented language is “something that looks like Java”, they could encounter all the difficulties mentioned in the preceding paragraph. On the other hand, if they have no experience at all with typed languages, OCaml's class system can still be a source of pain, in that inferred object types can be utterly incomprehensible for someone not familiar with how the type checker works. By contrast, the inferred type signatures for the non-object-oriented subset of OCaml are usually very tame.
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Sorry, e_d_g_a_r, I can't reply to you directly, because the website says I'm “submitting too fast”, but here is an example: http://pastebin.com/yUmNnFD5 . By the way, this isn't a bug in OCaml's type checker - it's the way it's supposed to work.