I might be misunderstanding the question and apologize if my memory is rusty I really like the show but there are some things I wish they wouldn't have changed. 1.) The events of Dorne + Quentyn 2.) Stannis 3.) Aegon

Regarding Dorne I think that Elia did a 180 from the loving mother who doesn't want more bloodshed (book-version) to the mourning paramour that hungers for revenge and even kills Myrcella. I also found it sort of interesting that Myrcella went from the subject of Arianne's "queenmaking" to the victim of Elia's revenge.

The change in Stannis' plot also relates to Jon and Asha/Yara. In the books Jon advices Stannis to visit some of the mountain clans of the North (not sure how many), which would give him 3000 battle-reayd men if they were to join his cause. Jon also tells Stannis to take Deepwood Motte first. After he captures it some of the other northern houses join him, e.g. house Mormont. A notable difference from the show is that Selyse and Shireen are both at the Wall, same goes for Melisandre. Therefore Shireen is never burned. Stannis doesn't even have any mercenaries during his march. He tells one of his men (can't remember who, I think it's JustinMassey) to sail to Braavos to find and hire mercenaries (either thousands or hundreds, can't remember). He isn't allowed to return before he has done, even if Stannis dies (""It may be that we shall lose this battle," the king said grimly. "In Braavos you may hear that I am dead. It may even be true. You shall find my sellswords nonetheless." - From The Winds of Winter, Theon preview). The interesting part is " — you will avenge my death, and seat my daughter on the Iron Throne. Or die in the attempt.", which is completely opposite of Shireen's fate in the series.

Aegon is by no means essential for the events that have happened so far but I think his storyline could be interesting. He hasn't had much development but I want to see what GRRM decides to do with him in TWOW.

I probably forgot some things.