Surprised to see no one has mentioned 3rd party APIs yet. Especially half-baked, poorly documented SAAS APis where you're left wondering whether is was designed by malice - to protect some vague business interest - or simply by incompetence / lack of care / lack of time.

I've found the best mental defence in such situations is to assume the worst from the outset, by expecting to have to burn untold hours figuring out how this black box _really_ works and then be pleasantly surprised some parts actually work OK. Better that than assuming "this can't be that that hard" and ending up frustrated.