I just came across this thread and as a newbie, I'd have to say that what "bugs" me most about Forex (not really annoyed) is the fact that there is so much to learn! Like, it's a bit about EVERYTHING so I'm like... "Does this end?"
And even if you do (and continue) to learn, there's really no guarantee that you'd be able to take home as much profits as possible.
But still, it's such an exciting place to be.
Haha. Just to end on a positive note.