I'd have to pick between Majora's Mask, MGS2, Threads of Fate, or Resident Evil 4....
I'll just do all of them!
Majora's Mask:
Some nitpicky issues: having to save at an Owl or go back in time really gets annoying sometimes. Especially when you have to start a 3-day mission over just because you didn't realize you didn't get enough bombs or something. Sure you can speed up time but that ironically takes time in and of itself. But maybe that's the point of the game--an endless time-sync.
Also, that fucking Romani Ranch ghost mission is fucking annoying. Especially when one ghost slips by you so you have to go back in time again and do everything over to get back up to speed. Finally, this may just be because of N64 graphics but the Gerudo women look very creepy. I think they frightened me enough to stop playing the game when I was a child. Good thing I'm all grown up now! *shudder*
Metal Gear Solid 2:
Um... I guess I wish you could crouch-walk. But that's not relevant seeing as how they didn't introduce that till MGS4. Hmm... I guess I wish Raiden could use the sword for longer. It'd be amazing if you could unlock the sword as a bonus weapon for Raiden to use after you beat the game because you only get to use it for one measly boss fight and two fights before then. That's not even 10% of the game. I want to know what it feels like to be a ninja, damn it! ... But, I guess, that's what Rising is for.
Also, the cutscenes tend to drag on but they're not as bad as MGS4's. Finally, put the damn Arsenal Gear crashing through Manhattan back into the game! I'm from New York and I hate terrorists but I don't think it's in bad taste. It's artful and it damn sure makes more sense than them just falling from thin air!
Threads of Fate:
Why can't I play as Prima Doll? He has so much potential as a character and a fighter but all of his potential goes to waste if I can't play as him. Mint's sister is a magician, too, right? Why can't I play as her, either, and get the "evil" side of the story?
Also, the platforming is fucking, fucking, fucking, fucking, bad, bad, bad, bad, don't, don't, don't, don't, make me go through it. It wouldn't be so terrible if there weren't so many clipping issues in the game. I can stand next to a ledge and fall through it. ... Seriously?
Finally, it was funny when I was a kid but, again, now that I'm a grown man, there's no need to censor swears. Come on, Squaresoft, you didn't censor Final Fantasy IX and Zidane swore up a storm during that You're Not Alone sequence.
Resident Evil 4:
God, Resident Evil 4, why are you making this difficult? Okay, I guess if I have to get really nitpicky: the writing is absolute crap and it's really annoying when I shoot a person that's holding Ashley and she ends up dying. The villagers and cultists aren't very scary after a while but the game makes up for that with increasing difficulty so I guess that's okay. That fucking sliding tile puzzle that you have to do when you play as Ashley is annoying--not everyone is good at those, Capcom. Finally, Leon's acrobatic skills come off as a tad unrealistic at times.
Hmm... Re4 is a really good game... it's to think of non-nitpicky problems.