Oh so many things. For starters, people have no idea how computers work so they often expect the impossible. Most organizations treat IT as a cost center and do their damnedest to never give you the money you need to make things run smoothly, so you end up implementing a bunch of unmaintainable hack jobs that'll bite you in the ass later. Even though no one outside your department understands what you do, you will almost never be involved in software purchasing decisions and will be expected to implement products that haven't changed since the 90s, and make them work as well as the salesman said they would. You're rarely allowed to implement policies, but it is still your responsibility when that lack of policy leads to problems. Again, since no one understands what you do, when you perform actual miracles no one will notice or care. Technology changes rapidly, but its unlikely your company will pay for additional training so you'll have to keep up on your own time or, more commonly, rely on vendors to educate you as part of their sales approach and try to guess which parts are bullshit. Oh, and get used to unpaid overtime because you're salaried and Exchange doesn't give a shit that it's 3:00 am on a Saturday.

Also, you will probably be responsible for a dozen things that are all separate specialties. For instance, I am responsible for all servers, all network gear, some databases, server backup, workstation backups, data recovery, all security, cabling, wireless, email, web administration, and even some development. I am expected to be an expert in all of them. There's at least three people worth of jobs in there, even for a company of the size mine is, but I can assure you I don't get the salary of three people.

It's not like this everywhere, so you'll get a few people disagreeing, but most of my career has been like this and it's rare for me to meet any peers who don't have most of the same complaints.