As a note, stuff that made people annoyed/angry ought to go in this already existing thread... but certainly stuff that confused people in the 4th gen games can be mentioned in its own thread. I'll also change this thread's prefix as I can see this question applying to both games pretty easily.
Can't say much confused me in the games personally... certainly not in HGSS as they were remakes of GSC which I played extensively and I knew a fair bit about them before buying anyway, and I don't recall much with DPPt maybe bar not doing something before activating Heatran or something with either diamond or platinum which confused me a bit in terms with 'what didn't I do?'.