Control panel gets me
I find the split of control panel & settings to be incredibly bizarre. On the right hand side of the desktop you have notifications within which you can access your settings. The Settings panel / app has a modern (and strangely ugly) UI to access most of the every day settings. It's probably adequate for someone using a tablet or a casual desktop user. On the left hand side, accessible with a right-mouse click on the start button (or a Windows+X) you have Control Panel which is all the legacy control panels and stuff Microsoft couldn't be bothered to port to the new L&F.
There is a massive amount of overlap between Control Panel & Settings. I realise that Microsoft has possibly 20 years worth of CPLs, many of which it doesn't own that could reside in Control Panel. But surely there is a better way to do it than this? Even if they methodically replace all their own CPLs and then stick 3rd party ones in an "Other" folder.
My other gripes with Windows 10 is that it's still not easy to customize the start menu UI with a keyboard and mouse. Dragging and resizing tiles around one. tile. at. a. time. is. mind. numbingly. tedious. Why can't I rubber band a group of tiles and resize, delete or drag and drop them together? Why can't I group tiles into something akin to a folder? Why is grouping as implemented so unintuitive? Why do the popup menus on Start look so stupid and have that annoying little animation?
I also HATE the thin borders around metro apps. It's very hard to resize windows because the edges are so thin. It's like the needs of desktop users were placed second to aesthetics - that putting borders might make look the windows look ugly and therefore screw you.
Overall though, Windows 10 is what they should have done for 8. It aligns quite closely with what I hoped they fix - mini metro start menu, apps in windows. It's quite usable overall and seems like a positive step in the right direction.