For me, the hardest lesson I learned was disenchanting an item with a 60% protection only to discover the best I could get in return was 16%. I lost a frost protection at 60% doing this and it put the fear of disenchanting items into me. I won't do it unless I have an equivalent enchanted item.
I'm sure, at some point, I'll be able to get that 60% back in my enchanting, but I'm not holding my breath it comes without wasting my perks on it.

Floating weapons bug me, too, because ebony arrows are my babies right now. Those invisible walls are more than happy to take them but absolutely refuse to give them up.
Ice wraiths.
Game freezes. Just slightly less annoying than ice wraiths.
Alchemy. I just don't understand it. I get mixing ingredients makes things, but I don't understand how to unlock "unknowns" as ingredient order doesn't seem to make a difference.
Not that these are complaints, just observations which test my patience.