My problems personally with KoL are firstly that the puzzles are irrational! I needed to play with the wiki open most of the time in order to actually finish any quests, and some of the steps required are just nuts!
Also, I do wish the game had a slightly better payment system, since having one monthly item that is there and gone forever is just plane depressing, I did actually pay for several things in the game, but stuff I had to buy from the mall and the limits on some of the better items were just irritating.
accessibility, especially on some of the quests could be pretty spotty, and it was mildly irritating to run up against something which was difficult if not impossible to work out.
Lastly, I really! didn't like the limited aventures system, and the fact that it was so hard to get more without basically spamming the out of the wiki to find very obscure recipes and items, indeed one of the major issues I had with KoL was the fact that essentially the game had so many items, so many locations etc that actually discovering anything worth while was down right difficult.
The game definitely has its fun moments, but I just wish the flaws would be worked out, that it was less pay to explore and a bit more friendly to players who are not either in the loop or willing to sit with the wiki.
Our souls with high music ringing; O men! It must ever be
That we dwell in our dreaming and singing, A little apart from ye. (Arthur O'Shaughnessy 1873.)