First of all: thanks for Pillars of Eternity. A bit late but I didn't have the hardware or opportunity to play it until now. During the KS campaign I got carried away and backed it with a bit more than I was comfortable with and was afraid the game would be a disappointment, but upon playing it I don't regret it at all. The game is great, I'm 65 hours in and I still haven't finished Act II.
The most annoying in-game thing about it is all the immersion-breaking backer stuff (there truly could not be a worse type of game for including this) which I wish you could turn off, but I'm sure that's already been discussed a thousand times.
Anyway the second most annoying thing I find is the "walla" or the background murmur in the taverns. The point of it is to be background noise and you're not supposed to pick up anything particular, and while music is playing it's usually fine. Once the music stops however, there is a very noticeable "Thank you. Thaaank yooouuu." line heard among the murmur, which is impossible not to hear when you've noticed it once, and you'll hear it a lot if you spend any time in taverns managing your party etc. because the walla loop is not that long. There's also a less noticeable but still annoying line that goes something like "I've seen all the good [something] I've seen it everywhere."
Perhaps I'm being silly, I don't know if anyone else is annoyed by this, but I think it would be great if noticeable speech in the walla could be removed or reduced.