Heres a comple things that make me sad.
1. Never learning to make real friends because the only criteria for having a friend was that they be a JW no matter how crappy of a person they were. Looking back a lot of them were pretty crappy. In addition to that I had to stop hanging around with the people I did like because they weren't JWs. Although I bet the emotional disconnect made it a lot easer to deal with my DFing. After leaving I have to say I almost never thought about anyone I spent time with as a JW.
2. Not having other avenues for learning life's lessons for the things you parents didn't know. The old saying it takes a village has some merit. Other kids get to play sports and other after school activities to learn these lessons. JWs are discouraged from going to a therapist or even talking to the school counselor.. (Not that you would ever be able to trust then anyway)