Spaces in filenames
One long-standing difference between Windows Mac and GNU+Linux is that of filenames. Windows long kept DOS 8.3 format filenames, and didn't support unix style filenames which included spaces, now it does. However, as many scripts still need to operate on files which don't handle spaces (e.g. Makefiles) and even people wanting to paste filenames into a terminal window will encounter problems as the filenames contain spaces.
It's a shame the system wasn't standardised on making a character like under-score "_" always converted to a space character in filenames, that way on disc everything would be "_", apps could still display with a space if that made it more meaningful.
Character sets are another area of difference, GNU+Linux distros have at last all switched to UTF-8, but a lot of apps still save filenames with corrupted accented characters (KTorrent), which then need manual fixing. I personally don't use accented characters as there's the risk that I will save it on a pendrive and take it to a clients, and Windows refuses to read files with the "corrupted" filenames (why does it do this when ubuntu and mac dont have a problem accessing them!?).