My complaints, some major, others less so:
1. The plan is blisteringly stupid on its face. They want to undertake an impossible mission - risking the northern king/alliance - against an enemy of a gazillion zombies that they barely survived with an army last season - but this time with only a couple of people to somehow kidnap one of them, somehow fight the gazillion minus one off, and somehow make it back hundreds of miles to safety, all to *maybe* convince stupid and untrustworthy Cersei to commit what few forces she has left to the great war to come, when Daenerys can easily win the Iron Throne in about 30 more seconds (and possibly have Cersei executed for the murders of Margaery, et al.; the people would be behind that). 
Watching the plan being executed was somehow even worse. 
2. Guys - we really, really need Dragonglass to fight the armies of the dead - it's their weakness. We dedicated a lot of air time to driving this point home, but let's decide not to take any on this trip and use these regular crappy weapons instead.
3. Gendry - run for a few hours (and somehow know the way back), send a raven that would take at least day to get there, and let's wait here and play video games until Daenerys (who somehow knows the way here) shows up.
4. It's winter. The lake would've completely solidified that far north (it was frozen in the summer).
5. Their stupid plan gets undone because The Hound decides to go full Leroy Jenkins. They couldn't have come up with something less absurd?
6. WTF was Jon doing? Get on the dragon and get to safety! 
7. Totally could've fit Benjen on the horse. It's undead, so it doesn't suffer fatigue.
8. Unless Arya's playing Littlefinger, her behavior is way too over the top. Possibly more plot contrivance.
At this point, I have zero faith in D&D to bring this home satisfactorily.  Complete hacks.