1. Virgin trains never, never have enough luggage space.
2. It's pot luck whether you'll find cheap fares, and if not it's often really expensive, especially without a Railcard.
3. The website tells you helpful things like '2 single fares could be cheaper' or 'this journey could be cheaper without a Railcard' (????????) so you have to check about four different times. Can't they come up with some software that does this for you?
4. The buttons on the toilet doors, where you're never quite sure if it's locked or not.

5. They are always, always too full at busy times like Christmas, and carry on selling tickets even though nobody else can get on the trains.