For me, it's not having a native client for my phone, and not having a good web interface to make up for it. I know Windows Phone doesn't have a large marketshare, but at some point Google+ will have to work with the Metro framework if they want Windows users to notice them in the future.
Of course, this could all be made up for if they had good email notifications, which they don't. I have a lot of people I follow on G+ to make up for the lack of people I know using it. With that, conversations from my real friends get lost. I'd love to have email notifications based on which circle someone is in, and have email notifications for everything my friends post.