Here's my 5 game annoyances in no order:
Games that are too long!
I'm in the minority where I want games to be between 8-10 hours. Once in a while I'll be crazy and sink 50 hours into a game like Fallout 3, but I have a hard enough time staying interested in a single game let alone complete it. 99% of my game library is unbeaten.
Stupid design decisions geared toward making the game more "challenging"
Time limits (SMB1), arbitrary player lives (Super Mario Galaxy), continue limits, respawn points that time out (Little Big Planet). This kind of crap make me not get into coming back to a game.
Save points too far apart from each other
I will quit a game if, after dying, I'm brought back more than 10 minutes of gameplay. This is one of my most major gripes, and I have stopped playing several titles that did this. Call of Duty 3 comes to mind. On the flipside, games in the Lego series have instant respawns in the same spot you die. What's the point of death, then? I would much rather the player just be unable to die, if the player respawns in the exact same spot. If there's no punishment, what's the point in having death at all? What a stupid game concept.
Unskippable cut-scenes
This is obvious enough not to mention. Personally I always watch cut-scenes the first time, but if I start a new game, should I really be forced to sit through it again?
Too much reading lame backstories
Not every game needs a storyline! If the game is simple, with an arcadey feel, why does there need to be some kind of deep storyline? Game stories are notoriously bad to begin with, so please don't assume that your players really care about the backstory of Pong. RPGs survive on story (from what I'm told), but some genres just don't need one or even a semblance of one. Don't assume that your game's storyline is interesting to anyone, so please don't make it more than a few points (if that), unless the game itself is story-driven.

Software Engineer - Metamoki