I've been a Linux user for about 10 years, bought a MBP ~6 months ago. I needed a new laptop for work, wanted a unix-like OS, and didn't feel like dealing with the maintenance, potential hardware incompatibilities, etc..
Anyway, there were a ton of things that bugged me when I first started using OSX. I can't remember what most of them are now. However!:
I dislike the way Finder obsessively puts dot files in every directory it visits. As far as I understand, .ds_store files store settings for special views, "labels," and other superfluous stuff. Why doesn't it just create the file when it's needed? I'll never use those things, so I shouldn't have the files. I feel like they took a pretty lazy approach with the dot file deluge. Like every time it came up, "How will we remember this setting?" "Screw it let's just use another dot file." I'm not saying there should be a, "registry," but they could have used a cleaner approach than, "Write a bunch of files everywhere even when we don't need them."
I really, really miss focus-follows mouse. I've honestly considered trying to put linux on here or using a virtual box as my primary OS
just for that. Not an hour goes by that I don't want to interact with an application but not have to look at it or bring it to the front.
http://steve-yegge.blogspot.com/2008/04/settling-osx-focus-follows-mouse-debate.html
Keyboard shortcuts are pretty ridiculous, too. The screenshot shortcuts, for example, feel like someone just threw darts at the keyboard. I once saw a photo of a guy with six fingers on each hand captioned, "Future OSX user."