Fire Elementals, and to a lesser extent their smaller cousins. They're insanely tough (because they're made of fire), damage both your armor and weapons (again, fire), and have a nasty habit of appearing in packs. One quest actually forces you to trek through a cave full of these things.
Golems are this to a lesser extent, especially since you're forced to fight them a lot earlier than you'd normally be ready unless you abuse the mechanics to jump ahead 30 levels. Like Fire Elementals, attacking them damages your weapons since they're made of rock. Some of them also come superheated for fire damage, making them almost as bad as Fire Elementals.
Finally, at the bottom of the barrel but still no less annoying, are the blue zombies. Not only are they at least twice as tough as any other zombie, they cause fire damage when they strike. Sensing a pattern here?
In an example that surprisingly doesn't involve fire, the barbarians at Kree are some of the toughest human enemies in the game, easily equal to a late-game melee character. To make it worse, it's extremely difficult to attack them without getting mobbed by several at once. A resurrect spell or tech-based alternative is highly recommended, and they are prime zombification targets for the same reason.
Enjoy the Story, Skip the Game: It's often considered as having an excellent story, dialogue choices and level-up options but with mediocre combat gameplay. The combat can get in the way of the story, as there are a plenty of unskippable fights, some of which can be quite hard, especially at the beginning when the player character can die in a few unlucky hits.
Genius Bonus: You shouldn't be surprised that the Zephyr is doomed once you see its interior: the staircase and lounge look just like those on board the Titanic.
Goddamn Bats: Orc bandits and the Molochean Hand can be a threat early in the game, but they're quickly reduced to an annoyance that pops up any time you're wandering the eastern half of the map. Their loot isn't even worth that much if you sell it.
Good Bad Bugs: The Reflective Shield spell has a certain unorthodox application. Normally it reflects any spell cast at the character with the shield on them back at the caster, this goes for both beneficial and damaging spells. However, the shield treats canceling sustained spells as a spell in and of itself. Meaning if you cast, for instance, Polymorph on someone, then cast Reflective Shield on them and then cancel the Polymorph, then the cancellation will be reflected back at you, the Polymorph effect will be removed from your sustained effects bar but will not be removed from the target, meaning they are now permanently a sheep. This works for any spell that needs to be sustained, including Mind Control and summoning creatures.
Hilarious in Hindsight: Gilbert Bates, the presumed inventor of the steam engine, who holds the monopoly on making steam engines, is a reference to Bill Gates of Microsoft. His competitor, Cedric Appleby (probably an Expy of Steve Jobs), is a reference to the Apple corporation, who competes with Microsoft. Today, Apple has already surpassed Microsoft as the bigger tech company made famous by their I-Products such as the iPod, iPhone, and iPad. With a market value of about $460 billion, Apple is worth more than Google, Goldman Sachs, General Motors, Ford, Starbucks and Boeing combined. Apple is now worth almost twice as much as Microsoft (about $258 billion) and more than twice as much as Google ($198 billion).
Garrick Stout became captain of the guard purely so he could stalk a noblewoman, and when he found out she was already engaged, he rendered the fiancee blind in what was promised to be a fair duel, then arranged for the fiancee to become trapped in a cave full of monsters solely so he could save her (or have the player save her on his behalf).
Charles Bregho and his friend Simon Farcus murdered the wife and daughter of elven priest Arbalah after the latter took them to their house and fed them, and stole his sacred artefact.
Murdering the population of Stillwater is one for you, if you join Dark Elves.
Gnomes of Tarantian Industrial Council crossed this with their vile experiments on breeding half-ogres, using human women and queen of Tarant as breeders, murdering the king and his family with many nobles, after king's clerks uncovered their plan.
Auto-scheme (allowing the game to automatically spend skill points at level-up). While it grants some gameplay challenge, it wastes many skill-points on Dump Stats like Health and Fatigue boosts. Pre-made characters use this by default, but fortunately, you can turn this off anytime.
The way your followers may negatively react to whom you choose to attack. While it's not a bad idea in principle, this mechanic has a very nasty habit of firing off in the most bizarre of situations, like with the Stillwater Giant, or with a man who literally just asked you to assassinate the king of Caladon. There are also a handful of situations where you'll choose to attack an already hostile creature before they had a chance to see you.
That One Attack: As noted in Demonic Spiders above, anything with the potential for fire damage is immediately at least twice as dangerous as any other form of enemy. Fire damages equipment, most things are not resistant to it, and the enemies that tend to use it are also usually much tougher than other enemies. Fortunately, if you get your hands on something with fire damage, like the pyrotechnic axe, it's just as broken in your hands.
The Black Mountain Clan Mines. It's the only part of the game you can't talk your way around. Moreover, it's filled with rock golems which break most weapons when you attack them and do insane damage compared to what you've been fighting thus far. While there are other difficult combat-heavy areas, The Black Mountain Clan Mines are more notorious because they are a relatively early part of the main quest and because you can't get around doing them.
Getting out of the first town can be this for the violence-inclined and/or those without the right build. In order to leave, you have to get past the guys guarding the bridge. Unfortunately, the leader has two half-ogres who will beat your party to death in short order. You get stun grenades early on, but without throwing skill you have to save scum for a solid hit. To get past charitably, you either need a ton of money (more than you're likely to have or want to spend), to sabotage the new bridge being built (which will make the town hate you), or a single skill point in persuasion. You can also cheese the encounter by dropping some railroad spikes next to them, which are found with the grenades. Because they're all using their fists (which do a crapload of damage), the game considers them to be unarmed. That means they will automatically pick up and equip any weapon on the ground nearby, even if that weapon does far less damage than they'd normally do unarmed. Railroad spikes have a maximum damage of 1, which will render them mostly harmless.
T'sen Ang if you choose to free the half-ogre slaves. Everybody will turn hostile and they can be quite difficult.
At least Kree is optional, but the barbarians there are very fast, hit hard and are often in groups. You'd better bring along a necromizer or two.
They Wasted a Perfectly Good Character: Jayna Stiles, whose status as the sole tech-based healer makes her a very useful follower for tech-based PCs. Despite a sympathetic backstory that ties into the general state of affairs in Dernholm and Cumbria, she has no bearing on the actual quests centered on that kingdom, or the main plot. And to top it off, she doesn't even have voice acting.
The Woobie: Randver Thunder Stone loses his father to exile long before he's ready to inherit the throne, and he gets no endings that aren't at least somewhat bittersweet: either his father returns to the throne and he isn't even mentioned in the ending, his father dies heroically and allows him to become a good ruler, or his failures as a king lead to a civil war that either causes him to lose the throne to a stronger candidate, or drives the dwarven race to near-extinction.