What really grinds my gears is when your character looks different from what you saw in the character creator. I spent a good while in the Mass Effect creator because of this. I eventually settled on a female Shepard because to me she fit the part way better than some lug head, which is what my male Shepard kept looking like once the opening cutscene showed him. It actually made the game more interesting, if only by a little.
I have a preconceived idea of what my characters in MMOs will look like so I generally try to meet that.