Here's something I see often in stories:
The story appears to be set on modern Earth. Everyone looks and acts like people in the real world, and there's modern technology.
But there's also something anomalous: one character is a being from another milieu, such as an ogre, a Neanderthal, an alien, a dragon, an elf, a vampire, a pixie, a mutant, or whatever. And the story is generally told from the point of view of someone (such as the anomalous being, or a friend of theirs) who doesn't find that strange; and there generally aren't any ordinary members of the general public around to give us a reaction.
And for the first half or more of the story, there is no clear indication of whether the anomalous being is considered normal in the world of the story or not.
I find it really distracting; it means that for at least the first half of the story, about half of my attention is on trying to figure out what kind of world the story is set in. As soon as I know that (for example) in this world, the Awakening ten years ago led to creatures out of myth appearing all over the world; or that in this world, nobody but the anomalous being and the protagonist believe in pixies; or that in this world, aliens have been around for centuries and are an accepted part of the world--as soon as I know what the world of the story is like, I can stop focusing on that and enjoy the story.
Sometimes, of course, the slow revelation of the worldbuilding is a major part of my enjoyment of the story--The Golden Compass comes to mind. And sometimes, as in some later Heinlein, there's a neat little twist in the middle when we discover that the setting isn't what we thought it was--that it's an alternate universe instead of the future, for example. But neither of those is really what I'm talking about. I'm talking about stories in which the author seems to think that it's clear and/or unimportant whether this particular kind of anomalous being is known to the world or not, and so doesn't bother to say anything about it.
This is, really, a specific subcategory of the more general category of stories that don't give the reader enough grounding at the beginning to let the reader get their bearings. But if I go off on that I'll never finish this entry, so I'll stop here.