For python, the lack of type information for function signatures and return values in the documentation has always annoyed me.

The lack of naming consistency in the standard library, too — it’s almost as bad as PHP, with nospaces, under_scores and CamelCase at every level: modules, classes, functions, arguments.

I can’t think of a third major annoyance off the top of my head though, and almost every time I use another programming language, I end up realising just how well designed some aspect of python is, so it’s not doing too badly.