Lochia definitely. I thought one of the upsides of pregnancy was no period for 9mo, then learned you bleed for 6wks after. I'm not sure pregnancy is a price worth paying for a saving of 3 period-free weeks!
The night time dribbling in the 3rd tri. I'd wake every morning to find my pillow (and hair and face) soaked. Yuck.
The dribbling, erm, down below. I spent most of my first pregnancy feeling like I was on heat, although lucked out with the second and only felt the constant need to shag for a couple of months in the middle.
That you can leak milk very early on (from 18wks for me), and once baby is born if they unlatch mid-feed they can leave you with a seemingly unending jet of milk firing out of your boob like a burst pipe.
The wind post-section!
The first poo. Second birth was fine, but after the first... 
All that needs to be said is manual extraction 
Breastfeeding in the early days is wonderful and straightforward for some women. Not the majority, definitely not for me (although much much easier second time), and nothing like the video they show you at the ante natal classes.
That it's ok for babies to drink down blood and scabs with their milk (see above).
'Baby blues', as mentioned by others, is no where near as minor and cutesy as it sounds.