Off the top of my head:
* Moving files is unintuitive. It should be [cmd+x] then [cmd+v]. Instead it's [cmd+c] then [option+cmd+v], and this behavior is not afforded in the UI, you just have to look it up somewhere.
* Search within finder does not search the current context by default, it searches your entire computer. "But you can change this setting!" You shouldn't have to change this setting, and most people don't know it's even there.
* Renaming multiple files is a chore. You expect to rename a file, then press tab to highlight the next file, and begin typing. Instead, you... do some combination of enter, tab, then enter again, except it never quite works the way you expect, and sometimes the file moves because the sorting changes after you pressed enter the first time, and for some reason pressing tab actually moves you to the next folder.
* Speaking of pressing [enter] on files, that should open them, not rename them.
* For that matter, pressing [delete] should delete files. You just have to know that the key for that is [cmd+delete], and that deleting things is called moving them to the trash.
* In general, the number of contextual commands you just have to discover by trial and error, or by looking them up on the internet, because they are hidden in the UI. Even the right-click menu doesn't list things like "open in slideshow", because the right click menu has a secret menu of its own which you have to press [cmd] to see.
* There is no preview panel visible by default, that's another option you have to turn on, like showing the file path. This stuff should all be on by default.
* You have to view file info in a separate window.
* It's not clear to me why I can't close Finder by pressing [cmd+q]. Quitting finder is usually all I want to do when it's open.