Railroading is a big one. If the PC goes outside your plot, and then get forced back into it, they don't like it. If they come up with a creative, out-of-the box way of solving a problem, reward them.

Ex. You are on a boat. You see a set of pale luminescent eyes peering at you from twenty feet away.
"I attack with my longbow!" (rolls)
...you miss.
"But I got a natural 20!"
...you still miss. That person is an important part of the plot. Stop killing my NPCs!