Most annoying is that there are a large number of little bits of functionality that phone home or send information out into the ether: Windows Defender and its submitting of samples, searching via the Windows button, Task Scheduled telemetry items, a plethora of Control Panel privacy settings, etc. etc. etc.
Also annoying on Windows 10 Pro is that the same windows builds have slightly different functionality --- even if the machines have the exact same hardware.
For example, the Search History and Permissions is sometimes named Change the permissions and history of search, even for the same Windows 10 build. It's bizarre.
Also, don't get me started on the intellisense typing when the windows menu is open. (Really Windows, when I press the Start button and then type in Update, you search the web and show me Wikipedia information? And it takes like 5 seconds?)
Don't forget the lame This PC icon...
Sorry, this turned into a cathartic listing of Win 10 grievances. :)