Javascript exploits, which deanon you and send your real IP to somewhere you do not want it to. I have seen the source code. Tails is not impervious to them, but far better than windows.
Malicious exit nodes. These nodes will change the text on your browser, they catalogue all your http data and usually run HTTPS stripper and SSL stripper to view and catalogue all of that data too. This is why PGP is important even or especially on the clearnet. Expect anything that they cannot view or decrypt to be saved and catalogued.
Malicious users, such as phishers. During any time of instability such as market maintinence or exit scams reduces your ability to differentiate phishers from safe link posters and reliable users. A good rule of thumb is to simply never use a link without first spending a few hours researching and corroborating the link. Not to mention never clicking it without hovering your mouse cursor over it to see if the viewable text is actually the hyperlink.
Bitcoin stealer software. Windows users are at thorough risk of these, they will change bitcoin addresses on your browsers and even on your various bitcoin wallet softwares. You will then post on reddit an unsubstantiated complaint. You can easily defeat them by putting your windows computer in the waste bin and using a tails drive.
Rogue REDACTEDs such as that of REDACTED and REDACTED who will stop at REDACTED in order to REDACTED your REDACTED , please REDACTED REDACTED !
Unskilled vendors. That is great on you to give a new vendor a chance, you never know how thankful the next alpraking will be after you gave him a shot when few others would however he could also be a guy with some drugs plastic bags and stamps, a hangover, and a pen. Maybe dont be his first customer, read that first negative feedback indicating a CD or a knock and talk and avoid. This is not to say that older vendors dont get profiled either but smart ones change up their stealth enough that this is not an issue.
Scammer vendors. Vendor bonds are cheap and even the expensive ones are small change for the same rings of scammers that have been here since the first silk road, not to mention you have probably already sung the praises of the next one to rob you. Request increased vendor bonds on markets, and while you're at it request higher market commissions and increased market staff compensation. Dont forget to stay in escrow or multi sig.
Dream market, need I say more?
The gangs of youths that cut in front of me at the vodka store. In line I once overheard some them speak of the internet and so I can never be sure that they are not tor users too. You should be aware of them and their malicious intent to make you wait much longer than you anticipated.
"Free sample" vendors. Some exist to send out no free samples and simply harvest drop addresses to blackmail hoping one will bite and pay the blackmail bill to create profit. Beware, and try to take free samples from established vendors not new vendors. Whatever you do DO NOT PAY BLACKMAIL
Expensive vendors. Some vendors just like to sell things for very high prices. If you buy from them then you are only encouraging these prices. Vote with your bitcoins! That said expensive vendors are safer than the too cheap to be true vendors, who do not intend to send you anything at all. You also should not leave a negative feedback or dispute on the sole grounds that what you purchased was too expensive.
"while you're at it request higher market commissions"
Market commissions are already ridiculously high. Some vendors, (especially bulk vendors) work on pretty slim % margins. So the current flat rate method needs to be adjusted and a cap put in place. Let's say that a vendor is selling 10-20k of product in one sale and works on a 20% profit margin, why should the market get between 400-800 dollars , and 1/4 of their profit??
I'm not even a vendor that does sales of that size, but it's clear to me there is a problem with the way fees are instated. And in addition to the cap, the market commissions need to just be lowered. I think something more like 2% is fair.