The single most annoying thing about Python is that I expect it to be harder. I know that's totally strange, but I've been conditioned by years of programming other languages to expect to need a man page (or an O'Rielly book) to be able to pick up something new. To understand the API, I've come to expect JavaDoc-type verbose documents that explain every argument in the slightest detail.
But Python makes a good portion of that useless. It meets me where I am and uses what I know in ways that I'm comfortable with. It's the perfect language, the one I've wanted forever, and now that I have it, I don't know what to do with it. I get caught up in trying to find this reference or that book to make sure I'm doing things right. I get hamstrung by the very training that has helped me survive so many other languages.
This is totally maddening. It shouldn't be this easy.