The little thing I hate the most is how the FATE music always starts up when I get even remotely close to one, even if I outlevel it by 60 levels >.>
I was just enjoying my favorite part of Ramuh's theme, thank you. Or this beautiful BGM in the Hinterlands but -BAM!!- ugly FATE music -.-
Nowadays I make an active effort to go around FATEs just so I don't have to hear this dreaded music start ever again, but then they just pop right under me and I hear it again ~.~

A close second is when random monsters heavy/paralyze/etc. me while I ride through the wilderness. I may be paralyzed but my chocobo is still fine so why are we stopping every 3 meters again?xD
And it's immersion breaking too, because I know SE just randomly added heavy to any ranged skill monsters have to annoy us.
I'm a blackmage! Don't lie to me, I KNOW Thunder doesn't have a heavy effect, ok?!xD

Oh, and I'm really annoyed I still have to click through like 7 different categories at the repair guy because we STILL don't have a repair all button