I'm somewhat depressed about the amount of real classic literature on this thread.
I've got an ass-tonne of books I've started but haven't finished, but that's mostly because my reading level is not as I want it to be (I read barely any books until I was 19). I would hesitate to call any of these books bad. I put my failure to finish As I Lay Dying, Nausea, Great Expectations, Pride and Prejudice and others as a problem with me not the book.
The only book I've been tempted to stop reading out of pure hatred was the Alchemist. I only finished it because it was pretty short and by the time I was getting properly angry about it, there wasn't that far to go. I probably never would have read it, but some people who's opinions that I generally trust said it was good, so I thought I would give it a go.
Aside from just general poor writing, the whole book is basically a fable that tells us that if we follow our dreams, the universe will conspire to help us achieve our destiny. It also has a bunch of stuff about following omens, finding true love (in the form of the one soul mate) and speaking "the language of the world". The thing is, I can take some corniness or sentimentality, but this book just took it to a whole new level.
The whole thing about the "universe conspiring to help us achieve our destiny" I actually find to be a destructive philosophy. It basically says that if you want something enough, then the universe will hand it to you on a plate. I guess if your Oprah, that theory gets proved true on a pretty regular basis. However, while the universe seems willing to conspire to fulfil celebrities dreams of becoming more rich and famous, it seems less willing to fulfil, say, the famine stricken's dreams of having enough food to stop them from dying.
I could go way further on just that one aspect of the book. I could fill a decent few pages ranting about the things I hated about that book.