Not massive problems, but things that just make everything that bit harder. My top 3:-
1) Mine is apps on your phone that force you to download the latest version because they've randomly decided to retire the version you have installed, usually when you're in a rush and stood at a checkout or trying to make a payment to someone (I'm looking at you Waitrose & Santander chiefly).
2) Apps that force you to have the most complicated password options possible, normally for apps & websites that have the most benign data held within them - Yes I'm sure a master hacker is trying to get into my wine rating application and steal all the ratings of my favourite Albarinos, real valuable information that !
3) Thirdly largely supermarket till related, but age verification for ridiculous things (0% beers usually, but yesterday I was challenged for Christmas crackers "because of the gunpowder" apparently).