Hmm.. Well, I can't really think of anything that's annoying in the first 3 Mario Karts, so I'll just use my rant on the other two..
1. When you're struck by lightning, a blue shell, a bomb, or fall off the edge of the track, you lose the item you had in reserve. That's annoying.
2. When the CP's don't use items on other CP's, but instead wait and use them on you, usually at bad moments (ie: just seconds before going of the Zippers for that big jump..)
3. When you're hit by a red shell, a blue shell, another red shell, lightning, and a green shell and are completely stopped just inches from the line while Petey Pirahna and his partner take first place from you when you've had it most of the race.
4. In MKDS, when you hit anything on the track (ie: pinballs, snowmen, crabs) you lose the item you had in reserve (I think.. it's acutally been awhile since I've played)