Usually sites where the dev has based functionality on a JS module loaded from an advertise/tracker site, and that is being blocked, resulting in missing functionality.
Two prominent examples that I've personally had to deal with: CVS, and Taco Bell's iOS app.
Edit: Oh, and google's inserted redirects in shopping results lists are blocked by default.
That comes up now and again, not as much as you'd expect but enough that I needed to give instruction on it. Funny thing is, most of those cases are _me_ doing things like signing into Nvidia's software instead of anyone else here.
I've been meaning to make a blog post about it but haven't got around to it yet. I'll try write something up later today/tonight.
[0] https://raspberrypihq.com/use-a-push-button-with-raspberry-p...
Edit: I found this which is a much bigger/fancier version of what I did, but has the associated code you can pull out for a simple button: https://github.com/nickearl/piHoleButtons
I keep reading about people having to disable the Pi-Hole so much that it becomes annoying, or constantly butting heads with websites that don't work with Pi-Holes, but I can honestly say that I, and the people I've set them up for, BARELY EVER need to use the Disable button. Not for online banking, not for online shopping, not for any regular content consumed. I can't personally think of the last time I needed to disable the Pi-Hole for anything at all. It just sits there blocking ads invisibly, plugged into the back of my modem/router, and is one of my absolute favourite parts of my tech stack.
What websites are people visiting that the Pi-Hole doesn't work with? I'm genuinely curious, because I've been running mine for a couple years now and can't think of anything off the top of my head, and no one in my family group have ever complained about it, with most telling me it's been flawless and they barely every touch the button.