Seconded on all the above, with elaboration:
*Jumping puzzles that kill you or require to start from the beginning if you screw up. (A friend of mine has such atrocious luck with jumping that we kid he’s a magnet for bottomless pits.) If I can’t auto-jump, don’t give me jumps that make me want to throw the controller across the room.
*Escort missions where the NPC is as dumb as a rock (and that’s insulting the rock). In some cases I do expect the person I’m escorting to be incompetent, but more of them should be able to fend for themselves on some level.
*Timed missions that have next-to-impossible clocks. Maybe I suck, but in Ocarina of Time I can never seem to get those eyedrops up Death Mountain on the first try. (Although, I suppose, since that is a subquest to get the most powerful sword in the game, I sort of understand why it’s so frigging difficult. Still drives me insane, though. Ditto Pikmin’s 100 day limit.)
*Easter Eggs so well hidden that you basically have to scour every inch of the map to find them, or get a walkthrough. Worse is when you actually need the Doodad of Leetness to advance gameplay. I realize that there’ll always be some aspect of the game that only the most hardcore gamers would be able to get to, but the rest of us generally have lives.
*Game items that have no function other than to advance the plot. The Magnifying Glass in Link’s Awakening, for example, especially since I had to do that stupid trading game to get it.
*Lack of in-game maps. Some of us don’t have good senses of direction and can’t bother to memorize where everything is.
*Unskippable cutscenes, or uncomfortably long special effects sequences. Yes, the first couple of times it’s cool, but after that it’s just irritating. Either streamline the animation so that it delivers more effectiveness in a shorter time, or offer the ability to show shorter versions of the sequence. (Something that I found nice in Star Ocean: The Second Story is that the more times you cast a spell/use a special, the faster it would animate. Every once in a blue moon, though, you still got the full animation so you could go “ooh, pretty”.)