Spider and Web (a definitely cool game) is described as a holiday journey which it really isn’t. That irritated me at first. (Off course this is no problem anymore once you got the first steps done.)
The thief in Zork: I hate being pickpocketed in an IF.
The usual suspects, as already mentioned, like puzzle unrelated to the story, too weak puzzles, too hard puzzles. The general approach of early IFs, like dead-ends, and many more.
Over-verbose intro. Or an intro that doesn’t actually introduce you to the situation or task. Generally too verbose text.