Well, I would assume that for this to count, it has to be something someone thinks while he's in. So, in my case, one thing I found difficult was not believing everything my religion thought and not being allowed to express these disagreement with anyone.
And it wasn't just the fact that the WT didn't want me to say anything, it was also the fact that people inside didn't want to hear it at all. Anything, ANYTHING, that made them question their beliefs, whether from me or someone at the door in field service, they would terminate the conversation and attack the messenger, never considering the argument at face value.
I felt I was surrounded by people who pretended they lived in a spiritual fortress all the while being afraid of someone with a slingshot. It didn't make sense to me.
The thing that finally had me leave however was having kids... I was simply not able to raise them up in so much lies.