Along with a lot of others the thing I miss most is having friends that are into these games as much as you are. I remember every lunch hour we would race to complete the game or we'd bullshit our way through playing TCG together, now that Im in highschool its so different. Its just considered stupid and if you dont agree then you are mocked. Even among my group of friends none would even consider playing Pokemon now.
I miss mono-attacking. Nowadays it's a lot harder to use one attack and get away with it, while back then the only immunities were: Ground to Electric, Ghost to Fighting, Ghost to Normal, and Flying to Ground if you don't include Lick.
Also I miss the small scale factor of it all. There were no millions of people in and out of the USA all making their own online groups and programs and while some of those are good, I just miss when playing Pokémon usually meant going to a friends house or to a local game store
Ya back when there was a huge mystery about it, I remember when I was 5 and got my hands on yellow for the first time. I was amazed and treated everything like it was super important.
Oh and when I didnt understand grinding. Back when I got yellow for the first time, I got stuck on brock. Like hardcore. I was complaining and my dad said let me play when you goto bed. I do, I wake up with a level 26 pikachu and butterfree. Brock and misty got swept hard. :)
I miss the tm moves you obtained by giving water, soda and lemonade to that girl on the top of the big mart. In firered and leafgreen they arent there anymore.
When I was playing pokemon blue I really was a noob, I was dodging other trainers because I didnt want to fight =P And I had a zubat, muk and a lot of weak pokemon in my team 'cause I didnt know who was strong.