Here are some of the horrors of reactjs -
The learning curve involved with it
There is a lot of tooling and configuration required for getting a simple app running.
JSX
While its not really a horror but wrapping head around it and writing components is tricky and is not as simple as pure HTML and JS. It looks like you are mixing HTML and Javascript when working with JSX.
Thats all, I can think of. Most of which is related to learning. I havn't encountered anything particularly bad in React so far in terms of a frustrating pattern or bad design.
I am looking forward to other answers to this post. :)