I've been using LaTeX for about 15 years, and my biggest problem is still the error messages. At least once a year I just end up deleting a maths equation entirely, and then writing it out again in tiny fragments, to figure out where the error is.

Some concrete small problems:

* Why can't I just write _, < and > in plain text mode? Why does an _ complain I'm not in maths mode?

* It's very hard to cut+paste code samples in for this reason. You can use verbatim, but then that often doesn't nest correctly inside various types of things.