PDF viewer. Chrome is the only non-awful PDF viewer I've found for Windows. Requires third-party install.
Copying and pasting text causes weird characters to be carried around (e.g. emdash), and I haven't found a reliable way to sanitise it.
Does notepad handle \n separated lines correctly yet?
Something about excel breaks the behaviour of the alt+tab stack. (if you have multiple documents open)
Also, it's annoying the way that - by default - excel wants to open everything in the same parent window. Why why why why why would you want it to behave like this?!
Apps that minimise to the small-icon part of the start bar (next to time) don't go to the back of the alt+tab stack.
A bunch of NTFS features are not exposed to the user interface.
Not quite in the spirit of what you're asking, but I think Windows file locking is a bad design. You can't copy that excel file (in pscp), because you have it open in excel.
It'd be useful to be able to mute an application from the OS interface, and to see an indicator for audio activity ion something like the task manager.
No strong answer to sshd.
No TCP-check tool in the standard install. Why on earth did they get rid of telnet in the standard build? If anything we needed a better TCP-check mechanism - they got rid of the only trustworthy one that was in.
Similarly with shell scripting - they actually neutered a bunch of features that were in NT in subsequent versions. Previously you could (just) ship a single bat file that would act as a self-installer for binary content. I imagine they disabled this to discourage malware. But - how is a bat particularly different than an exe?
I think it's a shame Windows doesn't ship with devtools out of the box, also. If it came with devtools, would be one less hurdle to getting newbies into programming. Offer good tools at every level - an assembler, a C compiler, c#-level tools, javascript debugger, visual basic. Microsoft's grew from a successful devtool company.
They should bundle a python API to windows and a recent version of python also. Make it easy to create and ship python on Windows. A community would just grow around this, with no further effort from them.
Would be good if you could choose a filesystem that had strong performance with git. Either make git+NTFS fast, or else offer a well-support FS that git does want to work on.
Weak scheduler, init mechanisms. (from user perspective)
There's no nice IPC mechanism available for casual development. Cmd kind of has pipes but they're horrible.
This is kind of evil, but if I was Microsoft I'd be tempted to make Access more accessible (i.e. ship with base office). As soon as users hit a certain level of scale they'll find themselves needing SQL Server. Access has huge lock-in to the Microsoft world. Much like the way a manager will create a microsoft word or excel document, and then suddenly you find yourself stuck with sharepoint everywhere - ugh.