My biggest problem with Vim is the muscle memory I have developed where I hit [esc] after writing text. The problem is that in most programs outside of vim, [esc] means to cancel the operation. Try renaming a file and set it with [esc].
This is avoidable if you use Ctrl-C instead of escape. It works identical to [esc] in all ways except one (the InsertLeave autocommand will not be triggered). If you remap Caps lock to Ctrl, you even get a more ergonomic way of escape, since you don't need to move your hand the way you would to press [esc].