Even though Salesforce calls the language, java based, it is actually not java. It is not possible to import any external packages or libraries. The base libraries which are available are very limited so you need to implement a bunch of stuff externally and expose these bits as services which are called by the force.com.
If you want to package up your app and deliver it to the users without notable user interference and configuration on the part of the administrator of the org, you can't do that.
There is actually no debugger. If you want to debug your system, the system itself debugs when you use system.debug statements.
Common errors or the limitations of the APIs or features are not mentioned anywhere.
The data access DSL in Apex leaves a lot to be desired. It's not even remotely competitive with the likes of (N)Hibernate, JPA, etc.
Apex is a restrictive language. Expect the Eclipse plugin, there is no tooling available for code analysis, refactoring, etc.
Deployment is manual and has a lot of gotchas and manual steps. Though this situation is slightly improving, you'd be disappointed if you're used to using automated deployments.
When you need to upload and zip the entire static resource bundle, it is extremely slow as it uses save->compile->run cycle.
Apex is modeled on Java 5 which actually considered to be lagging behind other languages.
In a broader manner, force.com is a growing platform without benefits of it being open source. You can't fix or validate bugs in the platform. You can post it to IdeaExchange though.
