The dungeons. The dungeons are ridiculous. The main quest ones aren't bad, but the ones for misc. quests are awful. There's no sense of purpose for how these places were built, and they are sickeningly enormous. Just going in to loot isn't bad, but trying to find quest targets is nigh impossible.
I wound up playing a character who just took on quests leading to towns or cities, since the targets are eaiser to find there. But after while, the fact that I was missing out on a huge facet of the game got to me, and I quit. I had been stalled on the main quest too, as even though I was the right level, I couldn't get the next stage to begin.
I want advice, if I ever play Daggerfall again, on how to navigate the dungeons.