All experience goes back down to zero when you lose all your lives and get a Game Over. 20 EXP away from a level up? Too bad, it's all a waste, should have gone to an easier area to grind that last bit. And those big EXP pick-ups you grabbed during this time? Oh, they're not coming back. And this isn't even taking into consideration the large number of enemies who steal EXP whenever they hit you. They can't drain levels from you, but if you've collected 200 EXP and are 100 away from a level, getting hit enough will force you down to 0/300 EXP to the next level. Basically, in order to level up efficiently, you have to make sure you're not anywhere near EXP drainers (and they're annoyingly common).
Oracle of Ages added a mechanic for the Mermaid Suit where you have to constantly tap the D-Pad in the direction you want to swim in, not hold the D-Pad as usual. This makes the sixth and seventh level bosses extremely annoying, thanks to both fights being fought underwater (the sixth boss is both under and above water).
Made even worse in their Virtual Console release on the 3DS. You either had to double tap the circle pad (which is as inefficient and potentially inaccurate as it sounds) or, on an original 3DS at least, an incredibly stiff D-Pad.
Having to pause and go to the equipment screen to change between normal shoes and iron boots over and over and over in The Legend of Zelda: Ocarina of Time's Water Temple, where you need to walk on the bottom in some places and float in others to complete it. (Thankfully, the remake and next games have the Iron Boots as an item you can equip to one button for easy switching.) Made worse by the fact that it takes ages to switch to the pause screen, as every time the player presses the Start button, the game slowly generates a screenshot of the game in order to use it as the background for the pause screen, not showing this one until the process is finished.
When you travel back to the First Day in The Legend of Zelda: Majora's Mask, you lose certain sidequest items such as Deku Deeds or the event items involving the Anju and Kafei sidequest. Considering how much time it takes to get each portion back if you reset time and save, it's highly annoying; especially as Anju and Kafei's sidequest needs to be done twice to get 100% for the game.
Kinstones in The Legend of Zelda: The Minish Cap, for wasting one of the GBA's precious four buttons on a seldom-used function. And the people you fuse Kinstones with keep changing. You could attempt to fuse Kinstones with somebody, discover you don't have the right type, and come back later when you do to discover that that particular fusion has moved to someone else. It's particularly bad when there are certain fusions that will always be from a specific NPC, but they won't always be willing to fuse Kinstones with you. Also, some possible Kinstone fusions will be Lost Forever if you don't fuse them at the time the game wants you to fuse them. It's especially annoying when at one point in the game, Tingle will fuse Kinstones with you, but come back later in the postgame with only one Kinstone left to fuse and he suddenly won't want to fuse with you.
Wind Waker's sailing deserves special mention here; while it's essentially the same mechanic as Epona the horse, at least Hyrule Field has more visual diversity. Epona also didn't require you to play a song every time you wanted to change directions for max speed, and the Great Sea is much larger than Hyrule Field. Of course, a Broken Base has developed around this mechanic, as about as many fans who hated the mechanic also loved it. Slightly changed in the Updated Re-release with the addition of a "Fast Sail" that doubles your speed and eliminates the need to manually change the direction of the wind; of course, the issue of whether it's needed or it ruins the experience of the game leads back to the same argument.
You found a silver rupee! That's worth a whopping 200 rupees... but your wallet is full, so let's put it back for now. Some may find it better than the alternative used in previous games where any found rupee would be erased if you tried collecting it with a full wallet, but they may think otherwise while searching for the last "unopened" chest in a dungeon.
This feature is so annoying to the fanbase, Nintendo actully took the time to announce it would be removed in the HD Wii U Remaster.
There's also the annoyance of the game having to give you a description of higher valued rupees the first time each time you start up the game, even if you found them on the ground.
The mechanic of being only able to call your horse at certain locations. While the grass needed to call it are stragetically set, it is annoying to have to walk back to a certain location since it's the closest place where the grass is located. Fortunately, the horse is barely needed after you advance in the game. This mechanic is made worse by when, very late in the game, you obtain an item that replaces the need for finding the grass and allows you to call the horse wherever you are, as long as it isn't inside a dungeon. And this item is given to you at a point when you have access to teleportation practically all over the world map, making it much less useful than it would have been earlier.
Having to return to the central temple in The Legend of Zelda: Phantom Hourglass, and repeating the same levels after each new item is found, in a timedforced-stealth section with invincible baddies gets old real fast. There's a checkpoint in the middle, but it keeps the elapsed time. So, if it took you 10 minutes to get to the checkpoint, it deducts 10 minutes from your hourglass everytime you skip to it. Thankfully, near the end, the player at least gains the ability to kill the Phantoms. Hearing them die is worth all the trouble.
The train travel is this, mainly for three reasons: One, because of it, overworld travel is on rails, literally. Meaning that you can't freely roam and explore it. Two, if you happen to die (which is gonna be the case quite frequently, given the number of attacking monsters and evil trains in the open fields), you reset to the location you started. Three, somebody thought that it would be funny to complicate the fairly simple teleport mechanics from the previous games down to the point where they are barely of any use anymore.
Another despised aspect of Spirit Tracks are the Pirates. They are far more frequent than is reasonable, and are a severe threat. They lag the game, every shot they do after their first is 100% accurate, and if you have a passenger, you'll have to do a very long and drawn out fight scene, where death and/or failure (requiring a restart of the already Scrappy Escort Mission) is a very high possibility. Good news is, you can destroy the cannonballs they fire at you before they even make contact. Besides that, you can always slow the train down while carrying a passenger so that you lessen the risk of multitasking to both fend off the pirates and follow the signs.
The Spirit Flute duets have a small hatedom due to the item's incredibly finicky and picky nature.
Passenger missions as well, at least when you're forced to go through enemy-infested sections of railroad tracks. Your passenger will get increasingly annoyed with you each time the train gets hit, and fighting to keep the ship from being blown up by pirates apparently isn't a valid excuse for not blowing your whistle when a sign tells you to...
The Adventure Pouch is essentially a separate inventory where you can store up to 8 (with upgrades, up to 4 initially) items of your choosing. Except that said items are things that didn't even use up an inventory slot in previous games, like Shields and Bottles. By far the most irritating, however, is the way ammo expansions work. Rather than simply getting a bigger quiver/seed satchel/bomb bag that replaces your old one, you have to buy an extra quiver/satchel/bag and have it use up an inventory slot just to be able to carry even 10 extra bombs/arrows/seeds. Said inventory slot could be used for a bottle or even a shield. Oh, and in order to have a full life meter, you need to equip two 'life medals', meaning if you want it to look like you have 100% Completion, you'll need to use up two precious slots on those, effectively giving you only 6 slots to work with. Also, if you want to have all 5 bottles with you, you only have one slot left, which WILL contain your shield.
There's also treasure. When you pick up a new type of treasure, you get the usual animation of Link holding it up and a text box announcing what it is, followed by your tally of that item going up by one. All well and good, except that this aspect resets every time you start up the game; anything you haven't picked up in the current game session triggers the time-consuming cutscene all over again because, evidently, you are woefully incapable of remembering what a bird feather is between game sessions (or woefully incapable of looking it up on the inventory menu). Thankfully, this can be avoided by picking the item up with the beetle.
This game also inexplicably did away with adjustable text speed, uses a ridiculously slow speed as the default, and has more text-exposition than any other Zelda game, so be prepared to sit through many lines of tedious text, often text you've been force-read dozens of times already, every time you buy anything or talk to anyone for any other reason. Plot-relevant text is even slower. Holding down the A button speeds it up a tiny bit, but not nearly enough to prevent boring an average-speed reader to death.
The dash mechanic. Link's stamina can only be enhanced through temporary (andexpensive) potion effects, and given that Link walks so slowly otherwise, you'll find yourself constantly having to press the dash button just to get around. In addition, climbing walls and stuff now takes up stamina whereas in previous games you could take as long as you wanted to climb a wall so long as you didn't fall off. There are usually Stamina Fruits in both cases to mitigate the issue, but it still can easily trip up new players.
While opinions on the motion controls vary, the lack of a left-handed option causes no small amount of agony to southpaws.
Switching between characters in solo mode can be tedious, as you're doing the work of three players by yourself, and there are some parts that require precise timing to get through.
Friendship tokens are required to make some outfits. You can only get them through local multiplayer, and you can only earn one for each unique system you play with. If you don't know a lot of other 3DS owners, you're out of luck- though, at least Download Play counts, meaning the other players don't need to own the game. The Dec 2nd update allows players to purchase Friendly Tokens at the shop stall in town or win them in the daily treasure game. While getting enough tokens for the outfits is still bound to be slow and somewhat random, at least it makes it possible for players who don't know lots of other local 3DS owners.
The emotes used to communicate to other players. Not only are they highly spammable, but they don't do a very good job of conveying what needs to be done in any given situation, and can't be directed at a specific player. According to Word Of God, working with and deciphering them is meant to be part of the fun, but most players... don't see it that way.
Any level where a Cucco will appear and follow the player around, as it seems to exist solely to discourage the use of wide attacks. Or, for that matter, any attacks if you don't know exactly where the chicken last moved to. The general consensus is that it's not a question of if you'll hit it enough to trigger its rage, but when. Some of the other Cucco events (guiding a baby Cucco to its mother and two Cuccos fighting in a keep) are also hated, but the one that follows the player is particularly hated.
To a lesser extent, the missions that don't have an Element Affinity, as it means all the defense badges you've grinded for are now completely useless (making getting an A-Rank all that more difficult).
During co-op play, enemy groups are severely cut to make up for the strain of having two characters in the same mission. This can make racking up KOs exceptionally difficult due to enemies not spawning fast enough; in fact, you could be only halfway through claiming a keep and have it completely devoid of enemies for several seconds. However, this may have been an intentional design flaw, since it discourages players from abusing co-op mode to A-Rank a mission with a character other than who the mission was intended for (although it also discourages playing the game with friends, as well).
Some Ganon's Fury missions have Zant and Ghirahim show up and then get attacked, prompting you to save them. While the consequences of not saving them aren't particularly dire, this is made annoying by how Ganon's size is so vast that it is nearly impossible to make contact with their green circles to restore their health without pushing them into a wall first.