In Japan nearly 27 years and there have been LOADS, as you can imagine 
although either I have just got used to everything or it has actually got better recently...things like you can get money out of the ATM outside banking hours (the ATM used to be inside the bank and only open until the bank closed at 3pm 
Credit cards can be used everywhere now, at least in fairly big cities (used to be almost completely cash based)
Obvious ones like shoes off in the house are really quite sensible.
communal bath etiquette can take some getting used to - you wash outside the tub and then get in for a soak (even at home).
Fireworks in the summer always used to confuse me (so used to Guy Fawkes night and being freezing, so it was weird to watch firework on hot, humid summer nights)
Being invited to someone's home used to be very unusual - you would always meet at a restaurant. But things changed a while ago, and younger people have "home parties" and potluck dinners etc.
Having said that, I have still NEVER been to my SIL house...
Trains are amazing because they really are ridiculously punctual - I think it even made the news in the UK the other day, because the train company had to apologise for a train leaving 30 seconds early 
Thing is, it really would be inconvenient if the train left early - you expect to turn up at the station 20 seconds before the train leaves, board, and then be on time for all your other connections.
One thing that I still can't get used to is the way they officially "open" the beaches swimming for the summer season, and then "close" them at the end of August (when we still have at least a month of beach weather to go...). Nowadays people often ignore the official season and swim whenever they want. (actually the lifeguards are also only on duty until 5pm and you are supposed to get out of the sea at that time).
This doesn't apply to watersports, like windsurfing, etc. just swimming. (a PP mentioned the swimming pool etiquette - similar type of health and safety, I guess)