Ocarina of Time - The part in the Fire Temple where you had to run up those stairs to get the Megaton Hammer from the chest, while being timed. Something about that disoriented me quite a bit, and I found myself running straight off to that side area, or falling down the circular pit quite a few times. I hated that, in the original FT, this was how you were supposed to attain the Hammer. I literally got stuck on this for a few days—longer than the Water Temple took me. Additionally Navi's constant notifications and having to speak with Kaepora Gaebora before moving into a new area (or part of the quest).
Majora's Mask - I didn't like the entire section with the Goron Elder and his son. It was probably the baby's crying that drove me to the point of disliking it; I'd just as soon learn the entire Goron's Lullaby from the Goron Elder so that I could silence the racket sooner. Other than this, I didn't enjoy pursuing and fighting Captain Keeta for his Hat, or the entire Bottom of the Well (the Gibdos left very vague hints that took forever to figure out—who would've thought of fish?—and the 3-Day system especially set me on edge in this case.
Wind Waker - I disliked having to set the wind in the right course and sailing all the way to a destination without much to do; a task that's mandatory for the entire game. Additionally, the Triforce Hunt irked me since we not only had to find the Pieces of Triforce, but also attain an exorbitant amount of Rupees to have Tingle decipher the charts.
Twilight Princess - Remarkably enough, I thought the Light Tear hunts in this game were neat. The only issue I had with it was getting the last Tear by defeating that bug, the Twilit Bloat; in trust I wanted the entire thing to be over after that. But my biggest issue with TP was getting the Sols past both Zant's Hands. I detest and dread that part, because it unnerves me every time.
Skyward Sword - I hate saying this just as much as I hate anything from the game, but Skyward Sword is the greatest perpetrator of dishing out involuntary tasks in 3D Zelda titles. It had multiple fetchquests that were part of the main quest, and forced repetitious segments (The Imprisoned mostly) that were all irksome, in their own degree. I remember accomplishing the task in Lanayru's Silent Realm, and Fi being all, "Yay, you completed the last Silent Realm! Good job, Master!" Then later she pulls out a troll-face and goes, "No wait, I didn't tell you this before, but Her Grace left one more trial in your hometown, Skyloft. You have to beat it in order to fulfill your destiny as the appointed hero. Have fun!" I don't feel that SS pulled off its story in the best way since about half of the story was mandatory and potentially linear.