First and foremost, sound. I tried to get mixing -- simultaneous playback from different programs -- to work, spent like half an hour on trying to figure out and gave up. On Windows, it works out of the box, so half an hour was more than generous allotment of time.
Next, sleep / resume. Has never worked for me on Linux; at the work place where I used Linux, I just let the machine run overnight. That would be a no-go at home, as I sleep in the same room.
When I got a new machine, I installed Linux only to check that the HW was working and to download Win installation. The kernel had only experimental support for the chipset and integrated graphics (Intel, Skylake just about came out). I had to enable it with boot switches, after which I was able to start GUI (X). However, the GUI randomly and completely froze the machine, a hard reset was required.
I also think that audio mixing didn't work out of the box.
I also tried copy/paste for the fun of it, it did work this time, but only if I managed to guess the "correct" clipboard.
Thanks, but no thanks. $100-ish license that I paid for Windows Professional has paid itself out immensely with things that "just work" out of the box. My time is worth way more than $100.