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If you’re like most chess players, you’d probably say “Rook endgames!”"
for me, the most frustrating endgames is same-colored bishop endgames (bishop + pawn vs. bishop). The problem is it is a little hard to remember when you can promote the pawn (assuming the pawn is quite advanced). The annoying part is that sometimes when you get really excited like "Wow! I'm in a winning bishop endgame because of blah blah blah", and then you notice that you just missed a free diagonal for your opponent. :(
Rook endgames, (at least for me) are not that difficult. You just have to remember the basic rook endgames, and then try to get to one of them even if you are in a different type of position.
Any thoughts about what I said?