Depending on your own outlook on things:
Some think it a pain having to go to Newcastle for a big night out clubbing.
Some find the price of living in college prohibitively expensive
Some then freak out even more when they find out the average rent for living out
Some hate the hills and walking needed
Some hate the fact you can't have a car in the first year (and they make it awkward after that)
Personally, my biggest gripe is that the first term finishes on a wednesday. The university has in the past said that due to college renovations you must leave nothing behind, clear out completely by 10am on the wednesday. My dept decided to have exams on that wednesday morning that didn't finish till 1pm. The room was filled with suitcases. Some people went home with their parents the weekend before, then got the train back up just for the wednesday exam, as they couldn't move their stuff without a car, and their parents were not too impressed with the idea of taking days off of work just because the university decides on a mid-week finish.