-Voiceovers. I can't remember a single voiceover in the game. Alot less immersion.
-Skill system. I could go on about this in great lenghts but to tl;dr it: Remove skill leveling, you buy the skill and learn it once, using weapons/equipment levels that skill (like Guild Wars 2 or Battlefield 3). Waiting real time for skills to fill arbitrary numbers is boring and very disconnected. This simple doesn't work for me.
-Missions. Make it a clear story progression like the Arcs, make a story, voiceovers, scripted fights. Right now all feels like repeatable missions with 2-3 rooms with baddies that you kill. Over and over. I realy dont care about the world of eve because the world doesnt tell me why i should.
-Flying. I know it's space but seriously let the small craft fly like fighters. Right now there is absolutely no sense of speed, distance or.... anything realy. Make it like in the trailers show and it's awesome.
-User Interface. Let it be moddable. The stock one sucks. Big time.
-Shields and weapons effects. All look bland and uncaracteristic. Games in the past did it better. All i see is a line from the enemy ship to mine.
-Tracking speed, falloff distance... All that mumbo-jumbo is boring. Show that on the interface with "3D holographic overlays" like the trailers show. Advertising is so nice for EVE but when you actually login and start playing its so bland or crappy. I see my guns hitting the target but no damage is being done.
-Combat log. That small message in the middle of the screen doesnt count.
-A few more but i dont want to write too much :P