Now I'm pretty sure a lot of people already made a topic like this, but I'll still post this anyways.
1)The unit size (mainly the villagers and infantry units) is just too small
Not that I care about it too much, but looking back at Age of Empires 2 makes me remember the unit sizes which are like 1.5x the size of the ones used in 0 A.D.
This small difference makes me able to easily press a villager and order it to do something (the fact that villagers move around easily also helps, maybe that would be a nice addition to 0AD as well).
2)No Idle hotkey. I had a game where 20 villagers/soldiers came back from a depleted mine, and I wasn't able to easily select all of them to go to another mine due to some farmers being in the selection box that I would've had to make.
If there was any button I could press to select a random Idle villager (like . for AoE) I would've been able to quickly spam (.) and quickly assign all these villagers to a new job.
3)The units in 0AD do not slow down when there is any slow unit behind them. Cavalry units do not slow down in case an Infantry unit was moving with them in a shared selection box. This disturbs attacking and makes cavalry die too easily because the infantry units can't arrive soon enough.
Welp, I'm sure someone mentioned 3 or 2, not sure about 1. Anyways, seeing a change for 2 is probably really easy since it shouldn't be too hard to assign a hotkey for that.
3 is probably already being worked upon. 1 will probably never happen