Plenty that annoy!

Gawyn, because after all you should believe rumour about Rand killing your mother when your beloved, a trusted friend (Min) and via Min, your own sister all believe he didn't. Especially when you've met said person and liked him.
Faile, because irrational jealousy like that is incredibly annoying and it's turned Perrin from one of my favourite characters into one I dislike.
Elayne. For the first three books she was one of my favourite characters, making peace between Egwene and Nynaeve and trying to be a caring ruler (to be). Then from book 4 she simultaneously started acting more and more like an Aes Sedai AND joining the almost infinite ranks of female characters unjustly messing with the heads of male characters (Wow, Egwene, I can have Rand? Great. What? Ask him if he can be passed around like a present? Pffft. Lets go fool him together!!!).

Almost every Aes Sedai. I have a term for them - YAAAS - Yet Another Annoying Aes Sedai. If strong isn't the same as hard, the Aes Sedai prove a strong woman is not the same as an arrogant, egotistical, right to be obeyed by all one either.

Conversely some that have grown on me as time passes are:
Nynaeve, around book 9 when she got away from Elayne's annoying influence.
Galad, the goody goody you just wanted to hit at the start of the series. I moved to impartial after TFOH and the riots in Samara and to a like after the events of KOD where he has emotions.
Siuan - a YAAAS as Amyrlin. Her courage when Stilled and thinking it was Alviarin coming back to torture her again, yet standing up to face it converted me. Her actions since as being strong, without (too) arrogant keeps her as one of my favourites.
Moraine - I never disliked her, but she went up greatly during that brief time in TFOH she swore to follow Rand, instead of being a YAAAS.