UTF-8
I used SQL server a couple of years ago and couldn’t believe that UTF8 was missing! Glad they finally sorted that.
The management UI always felt really nice but the cryptic error messages when something didn’t work were always a challenfe. Error codes wihich wouldn’t return many results on Google (or Bing) and descriptions that seemed to assume users are intimately familiar with the SQL Server source code. To be honest, it’s very un-Microsoft because things like .NET always provided me with helpful error messages or codes I could look up on MSDN.
My life has been much easier since moving to Postgres which I use exclusively now for SQL work.