I have three main complaints:
First, you can steal from everyone, and most npcs don't even notice. Also, for some strange reason, everyone has alchemist powder, dwarven spirits, and alcohest. This just breaks the immersion for me, though I'm hopeful someone can mod in angry peasants when you steal stuff, or even just have them spawn guards that will fight you. A stingy loot setting would also be nice, where peasants are liable to only have those crappy broken rakes or rope ladders, not alchemy ingredients.
Second, the horse. It takes me less than 10 seconds of interacting with roach to hate him, every single time. He doesn't take fall damage (yes, you can use roach to survive jumping off cliffs!), he breaks out of galloping randomly, he won't follow the road, he won't go in a straight line in the forest, he'll randomly despawn on me (total disappearing act, no dismount animation, just *poof* I'm on foot and roach is gone), the mounted combat is hilariously crap compared to the rest of the combat (can't use signs, only one attack, sketchy range, no dodge), mounting and dismounting in combat is hilarious - I've died repeatedly to wolf packs because I dodged into roach and accidentally activated the mount sequence. so, surrounded by 5 wolves, geralt puts his sword, casually saunters over to roach, and slowly climbs on. Meanwhile, roach stops acting scared, standing passively by, but the wolves tear into geralt and he runs out of health halfway through mounting roach. But since its animation locked, all I get is a fade to black as geralt finishes climbing onto to roach. The first time it happened I fully thought I somehow reset the game, it wasn't even cleared that I died from health loss. I just find roach completely jarring to the game experience, and try to use him as little as possible. He could really use some extra animations (a fast combat mount/dismount one would really help) and better pathing. No idea how you could rework mounted combat to be interesting for me, so I'll just settle for being able to get off him ASAP when a fight starts.
The quest level range is messed up. Its fine for the prologue in white orchard, but the very first side quest I got when I arrived in velen was high 20s. its not like I road to an out of the way location, its the first notice board you come to, 'hey go kill this lvl 30 thing for me' - and its from a random peasant. I could understand if each lord or major city would give out a couple high lvl monster quests, but the first peasant I talk to on arriving wants me to do one of the highest lvl quests in the game? just bizarre. Plus, I had several quests that wanted me to go to skellige before the main quest wanted me to, and had gone gray before I got there. I'd prefer a slightly more MMO approach, with most of velen area being lowish lvl, with one or two high lvl areas in it, novigrad being primarily mid range, with another couple of high lvl areas, and skellige being upper mid to high.
For a mild complaint, the haggling is strange for me. I've never managed to get more than 25 extra out of it, and it seems bizarre that I can only haggle on witcher contracts, but not on standard side quests. If the guy wants a trophy, I can haggle, but just clear your house from a ghoul infestation, nah, no negotiation. This is another complaint that I'm hopeful mods will fix.