Some of these are little stuff but, off the top of my head: I can't understand the different between these smart "locations" and folders in explorer (documents vs my documents, why everything is under desktop in some file pickers, why C:\ is so hard to get to these days) even after using windows for going on two decades, the system makes me confirm I want to delete something twice (first it asks me if I want to move something to the recycle bin, then it asks me if I want to empty the recycle bin. you only need one! the whole point of having the recycle bin is so that deleting isn't dangerous), the win10 start menu is cluttered and has ads in it and I don't want to spend so much time mucking with tiles, usage of menu bars is utterly inconsistent, and there are seemingly no strong UI conventions for third-party apps. There are at least three and probably four layers of control panel these days, and the newest one almost never has the feature I'm looking for. Search is still bad, and finds what I don't want far more often than what I do.
That being said it has yet to BSOD on me after a couple years of use and that's more I can say about any other version of windows