Unskippable Tutrial Levels - Yes, that's right, almost every game ever. Can we please dispense with this? Some sort of system that detects if you have a save file already and offers to let you skip the "How to play" bit of the game and go straight to the fun stuff. Especially games where you likely have sunk entire months into one play through *cough cough*SKYRIM*cough*
Forced tutorial levels suck, especially when they're bad. This reminded me of one of my pet peeves:
Games that tell you how to do something
once, in a pop-up window, during the tutorial level, and then never mention how to do it again, anywhere. I don't have specific examples, but I've had multiple games do this. "To perform an engarbling wheeble, press LB + Y" and you're told this without any idea of what the move is, or why you'd want to do it. I've played games where there's no way to look up the control scheme in game. Just today Mass Effect told me how to heal while I was at full health. By the time I needed to heal I'd forgotten. I could not find a way to look up what button to press, so I just hit buttons until I did. I'm still not sure how to heal my team mates.
Most game UI/UX is some level of bad, with some being outright terrible. It's been a while since I played a game I thought has consistently good UI. Bad user interface / user experience is so common, it's something I passed over mentioning about my favorite games.
The Legend of Zelda: A Link to the Past - It feels kinda unfair picking on a game this old for bad UX, but it's criminal how underused the shoulder buttons are in most SNES games. The LttP randomizer lets you swap between items with L&R, which is a huge improvement, but it still feels lacking.
Planescape: Torment - The way inventory management works is just horrible. This is true of any of the Infinity Engine games (e.g. Baldur's Gate), but it's especially bad in PS:T. There are no gem bags or bags of holding in PS:T, (though it's absolutely ridiculous that you need a gem bag at all in Baldur's Gate). 20 bronze rings take up a character's entire inventory. It's a stupid system that doesn't make sense in terms of either realism or game balance.
Saints Row the Third - Holy crap the "cellphone" interface is generally terrible. Some optional side missions are tucked away deep in menus, with critical info requiring you to dig back through the menu if you need to refresh your memory mid-mission. Calling homies for help will fail sometimes, and the game gives little or no feedback as to why.
Borderlands 2 - Why do the menus take up such a small portion of the screen? Why is all the info being crammed into like the center third of the screen? This is way beyond avoiding overscan on TVs, and a whole lot of games do this. I've got a huge inventory of items with tons of stats to display, the menu should sprawl a little!