Here's my list:
1 having to solve VERY LONG puzzles instead of short and funny puzzles
2 insane jumps (such as having to stomp a falling enemy to reach a higher place, if you fail to do so, you die by falling on a pit)
3 mean tricks (such as hitting a coin block linked to an event that causes the floor to disappear,instantly killing you)
4 a very long "Spinjump Challenge" yeah, having to spinjump an Spiny for too long is very annoying
5 wrong warp = instant death
i even made a video about things you should avoid making in SMBX:
https://www.youtube.com/watch?v=kjz65pTVgeQ
what's your most hated level elements?