As much as I love zelda, here are my dislikes from each of the games I've played:
OOT - Navi (annoying as hell), bottom of the well (worst dungeon ever, irritating and boring), FISHING, and the fact that the biggest wallet isn't big enough
MM - The save system, The great bay temple, the boss of the great bay temple, and the fact that you lose all your items when you travel back in time
TWW - Triforce hunt, and Tingle and beedle ripping you off
TP - Tears of light stuff, Palace of twilight
SS - Wallets are way too large and rupees are too hard to come by, and beedle ripping you off
PH - Temple of the ocean king, the phantoms, and beedle ripping you off
ST - Train transport (too tedious), DARK TRAINS, the warp system (you still have to travel to the warp points), stylus controls (particularly the whip race and the final boss), and beedle ripping you off
ALTTP - The graphics, but I'm sure they were good for the time. You don't start off with enough hearts whenever you open your file. And Fairies suck on this game.
And to add, one of the biggest annoyances of them all, from multiple zelda games: LIKE-LIKES!