(Well some people don't seem to like adventure or traveling in Zelda. They're trying to make it more realistic.)
I'll try to do the whole list. I don't exactly dread these parts of the game, but I really don't like them for personal reasons… (or not so personal)
LOZ - Uh, I'm not so sure. Getting a game over because then you go all the way back to the beginning, or at the beginning of a dungeon with only a few hearts.
AoL - THE WHOLE THING.
ALttP - Most of the dungeons, to be honest. I've never beaten this game because I feel like I'm permanently stuck in them sometimes. (That game is so difficult in my opinion)
I've never played LA.
OoT - What do you expect me to say? Sometimes BESIDES the Water Temple?
MM - Snowhead Temple. I have 'bad' memories of that place and having to beat Goht OVER and OVER and having to find all of the Stray Fairies twice because I forgot to give them to the Great Fairy that one time…
I don't really have any problems with the Oracle games, since they're so straightforward, but I REALLY don't like Jabu Jabu's Belly in Oracle of Ages.
WW - Oh, I love this game so much! It's so fun and cheerful, and… oh, it's time for The Tower of Gods…
Minish Cap - The Ice Temple/Temple of Droplets. And that boss didn't make it any better.
TP - Possibly being in Twilight. I like the idea of it, but I don't like finding the Tears of Light. (Boring) And at least in Okami you have a weapon and didn't have to tear things up with your teeth.
Phantom Hourglass - Temple of the Ocean King.
Spirit Tracks - Parts where you have to avoid Armored Trains and Dark Trains. It's just not fun. I like the trains but just not the evil trains!
Skyward Sword - Silent Realms!
I used to dread parts where you have to sneak past guards. I still don't exactly like it, but at least I feel like a ninja and I've realized it's not as hard as I thought it was.
And I don't like the Tower of Gods just because.