Ok, I'll bite:
Getting stuff into TheBrain. It's fine when I'm on my desktop, but I'm on my iPad or iPhone a lot, and adding thoughts to TheBrain from web sites or emails requires me to save the link somewhere else. Then when I'm back at my desktop, I add it to TheBrain. Best fit on the tag/type list. Yes this is stupid, but I add types and tags to every thought I create. I only have 10 tags and 37 types, and having to use the mouse to right-click a thought and then browse to the type or tag (hoping your mouse doesn't leave the menu area so it disappears), or having to use the arrow key is really annoying. The ability to type a letter when I'm in the menu to jump to a type with that letter would really, really, really, really help. Reporting. I'm going to cheat a bit here, and include a few things under this:
Custom reports are a pain to activate. Going to All > Custom > Load Custom Report is 3 steps and makes it cumbersome to load a report I've saved. Structured metadata - We don't have any yet besides types and tags. This would be very nice to standardize and fine tune both the database and reporting capabilities. Smart Thoughts - We are limited to lists for report results, and have to set the reporting requirements each time. It would be nice to be able to set up a thought as a query, and activating it will show all query results as children.