The absurd amount of invisible walls and the lazy way they put fences/rocks/whatever just to prevent you to go where you want to go is the most annoying thing about this game.
If you're going to play the open world card at least do it right, especially in a game that revolves around a guy being able to fucking teleport. There, it sometimes feels like they came up with a new concept of "corridor open world"
Chocobos are more frustrating than anything since they get stopped by the tiniest tree or bush in your way, and there are plenty of those.
Also on multiple occasions the map and minimap are not clear at all. Good luck finding the only entrance of this gigantic area! Is it that way for 2 minutes? nope, wrong way but it looked quite possible though right? haha! Time to backtrack for two other minutes and then take another wrong long way!