You mean the menu is in a window then hit play and BAM your in fullscreen ? or You simply don't like to start in fullscreen?
I mean "give the player a choice whether to enter fullscreen at all".
On my previous build, anything that started in fullscreen caused my entire system to blackscreen and enter a state where the only escape is to pull the plug. No exact idea why, but probably some strange GPU incompatibility stuff because it stopped when I changed it to a different one.
On my current build, there are some programs that don't handle fullscreening gracefully and crash, depending on the exact fullscreen implementation (properly implemented borderless windowed fullscreen is fine, for example). Fullscreening also messes up my windows - anything that's docked to a corner expands to fill the height of the monitor it's on, and if the fullscreen resolution doesn't match my monitor's native resolution, all windows on my other two monitors are also moved from their original positions to account for the new, smaller resolution of the one monitor that has the game on it, which doesn't seem to get undone (or mess up even more) when I restore its resolution to the original.
It's not that I don't like it - it actively impedes my workflow.
Also, a new thing to add to the list:
Horrible, or lack of, configurable controls. I see this everywhere lately.
A recent example of this is Disgaea 5, which presents you with a plethora of key bind options - to the point where the list of key binds has a scroll bar, and there are four pages of it! Menus also display which controls do what on the current screen in the bottom right corner. What can possibly go wrong there?
The descriptions of what the binds do tends to be confusing (and in three instances, is plain wrong), and the listed controls don't always correspond to the full range of controls available. Some binds are also not configurable at all. This went to a point where I unknowingly bound character and cursor movement to the same keys that were, by default, bound to "scroll one page up/down" (always check for key bind conflicts, don't make the player figure them out!) and thought my game bugged out when I could no longer scroll around the stage select screen normally anymore. Would have been easier to figure out if this applied in all list-like menus, but nope, page scrolling only takes precedence over normal cursor movement on this single screen... item and character menus work fine.
Make every bind configurable.
Don't hard-bind anything.
Show the player which key does what on the current screen. (Show
all the keys. No nasty surprise conflicts.)
Don't have multiple lines or scrolling text for the above.
Know how to control your own game. Verify the player's set controls and verify if it will cause any conflicts. Let them know if they bind Jump and Attack to the same key.
... and probably most importantly, don't make the player memorize 30 keys just so they can play a single game.