Yeah, dying a lot and having to reply a section. I'm playing Gears of war for the first time and I figured "why not play on hardcore?" After all, I have been gaming for 27 years or some such. I die often and they make you listen to the same crap over and over. It's really doing a number on the story for me. That and the incredibly stupid AI for your party members, they have no instinct for self preservation.
Other than that, collectibles that feel like collectibles. The COG tags in Gears are fine but the freak'n coffee thermos collection in Alan Wake, that just sucked. Also, all of the pages you collect should have been in obvious places along the way because who in there right minds would run off into the woods looking for pages that might be there?
Speaking of Alan Wake, obvious product placement can be pretty jarring too. Freaking commercials . . .
Most quick time events as well.
There's a lot of stuff really.