It seems to me that most of these complaints are about personal annoyances (learning curve, difficulty in doing things, etc.), but the things that bug me more than that are things that I see as more game-breaking than that.
For instance, long-term fortress viability is severely screwed over by the extremely fast rate at which dwarves gain skill, children becoming legendary socialites right away, lack of viable long-term goals, wilderness depopulation, etc.
Sparring accidents and wrestling experience being gained too fast are also issues, but it looks like those are being worked on by the next release.
In response to some prior posts: I really WOULDN'T want to see more stock "goals"/"scenarios" in the game. This looks like the type of game that would be much better served by having the world generate the ability to do those things as it does anything else. In other words, I would find it ridiculously arbitrary and artificial to have the game tell me "make 20,000,000 dwarfbucks of exported value within two years to win the prize" as some stock option. I'd rather find a civilization that could use a good trading post, set one up, and have the civilization reward me for a job well done, having affected the world in some organic fashion. And I honestly think the game will continue to reach the point where that is possible.
Of course, better (in-game?) documentation and stuff would also help. Being on IRC and the forums and having the wiki burnt into my brain helped me enough where I could get by just fine, and I guess some of the industrial practices are helped by having a decent knowledge of things like chemistry beforehand, although I've actually learned a lot about a lot of those real-world processes since I've started playing DF. Ideally, though, I shouldn't have needed access to any online resources in order to learn how to play, although the lack of documentation is probably par for the course for a game that's still under development... it would suck for Toady to have to update a ton of help files with every new version.
I also agree about the lack of difficulty. Some things can be unnecessarily tough at time (I remember trying to defend idiot caravans from three goblin ambushes at once), and other things, like actually maintaining the fortress, are way too easy. As it stands, you can just build a path to the outside of the map for a caravan, set up a rather small farm plot, and sell hideously-overpriced and overstacked leaf roasts (or worse, syrup roasts... syrup is insanely overpriced) to the caravans in exchange for absolutely anything they have. Dwarves are also notoriously easy to keep happy, barring any severe disaster.
Really, it's stuff that truly affects the gameplay, like that, that annoys me. Also on that list would be stuff like, say, the trade liaison being disabled once you get a king.
That being said, I can generally chalk these problems up to the game still being in development, and I really do like where it's going.