Here's a list of things my secondary school did not cover (with weekly lessons over the course of 5 academic years) in PSHE that I think definitely should have been:
1) Sexuality - no mention of the word 'gay' when talking about sex or relationships, let alone any other sexuality.
2) Gender - again, absolutely nothing on being transgender, or anything non-cisgender.
3) Consent - only once I was well past the age of consent did I fully understand what it meant, in terms of what classes as rape by law.
4) Mental illness - a really big one. I was taught literally nothing about any form of mental illness, and considering the number of teens who have mental illnesses, I now realise that it's pretty shocking that the subject wasn't even touched upon.
5) Money and how to handle it - including taxes, mortgages and what the heck they actually are, how to budget and spend wisely, etc.
6) Raising a family - all we ever got taught was 'wear a condom or you'll get pregnant!', but I think the school forgot that one day most of us will be having kids. How do we raise them? Not a clue. Or even if they just told us what our options are, should we get pregnant and not decide to keep the child.
Does anyone have any more suggestions?