I'm not who you asked but I think the clearest example is lazy evaluation. Anecdotally speaking as someone who's helped teach a few classes in Haskell, students often have problems with laziness until they really adapt to the functional paradigm, and even then continue to have some problems.

The other common problem I see is not actually a Haskell problem but merely a problem Haskell exacerbates: many students fail to think through their types prior to starting an implementation. I frequently had students in office hours trying to force their way through a problem and when questioned about the types were unable to reason at the type level intuitively. I suspect this reflects larger problems in my university's undergraduate program, but I figured I'd comment on it anyway.

I can testify, to my embarrassment, to the same experience.