If one thing annoys me then it's when the shell history doesn't handle multiple simultaneous shell sessions properly. Once you close a shell instance, its complete history is written to the history file. And when you close the second instance, it writes its whole history in one go, too. The result is that I have to go through all history entries of the second instance to come to the last entry of the first one (if they're not already deleted because the history of the second shell was longer than the maximum history size or because the shell is configured to replace the whole history instead of appending new entries).
You probably know the bash history function. All commands you entered are stored in memory and will be written to ~/.bash_history as soon as you exit your current shell. You may have used this often by tapping the up and down arrow keys to repeat the last few commands. But did you know that bash can do much more history work for you?