Wonky controls, especially on the Wii. This mostly applies to Twilight Princess, Skyward Sword, and a bit of Wii Sports. I don't have a Nintendo 64, but I have the online one on my Switch. And the controls may have been fixed, but I still struggle with them. Also, controlling Zora Link in Majora's Mask, even on the 3DS version, was incredibly sucky.
Different controls between games. Why is bowling different between Wii Sports and Switch Sports?! On Wii Sports, you have to let go of the B button. But on Switch Sports, you have to NOT let go of the ZL/ZR button. It gets really confusing.
Unskippable credits, cutscenes, dialogue, and tutorials. Just let me play the game, god dammit.
I'm not 100% sure, but I think Twilight Princess was that first Zelda game to have skippable cutscenes, which I am grateful for. (I could be wrong, it could be Minish Cap or Wind Waker.) That's one thing I don't like about Ocarina of Time and Majora's Mask.
Backtracking, which is ironic 'cause there's a ton of that in Legend of Zelda. I do like Twilight Princess, but my god there's a lot of backtracking to do. No wonder I'm only at the Lakebed Temple.
Camera angles, I have so much trouble with them. What's worse is games where you can't move the camera yourself, so the game does it for you. What I like about Breath of the Wild (and Switch games in general) is that you can move the camera freely.
Games that are long and have way-too-difficult puzzles. This mostly applies to Twilight Princess, but WHY is that game so difficult. Seriously; 10 dungeons, lots of backtracking, and other miscellaneous challenges to face. Maybe I just absolutely suck at Legend of Zelda.
Near-impossible challenges. This is a bit like the last pet peeve, but why is Switch Sports powerhouse tennis so difficult?! I still haven't beaten the NPCs, or maybe I just suck. I was able to beat normal and strong modes on my first try, though!
Save locations. Majora's Mask is my favorite Zelda game, but why can't you save anywhere like in Ocarina of Time? It's literally a sequel to that game! You have to save with those stupid owl statues that I
still haven't figured out. At least it's a tad bit easier on the 3D version.
Pointless achievements. Why beat 'em? The only satisfaction you get is from doing a mundane task, 100% completion, and bragging rights.
And yes, this is coming from the person whose trying to get all the Nook Miles achievements in ACNH. But I was thinking of Minecraft and The Binding of Isaac while typing this.
Annoying companions. Three words: SHUT UP, NAVI!