I would say the whole whitespace thing of Python is my greatest WTF feature. True, you more-or-less get used to it after a while and modern editors make it easy to deal with, but even after mostly full time python development for the past year I'm still convinced it was a Bad Idea. I've read all the reasoning behind it but honestly, it gets in the way of my productivity. Not by much, but it's still a burr under the saddle.

edit: judging by the comments, some people seem to think I don't like to indent my code. That is an incorrect assessment. I've always indented my code no matter what the language and whether I'm forced to or not. What I don't like is that it is the indentation that defines what block a line of code is in. I prefer explicit delimiters for that. Among other reasons, I find explicit delimiters makes it easier to cut and paste code.

For example, if I have a block indented 4 spaces and paste it at the end of a block that is indented 8 spaces, my editor (all editors?) have no idea if the pasted code belongs to the 8-space block or the outer block. OTOH, if I have explicit delimiters it's obvious which block the code belongs to and how it should be (re-)indented -- it does so by intelligently looking for block delimiters.

edit 2: some people who provide comments seem to think this is a feature I hate or that I think makes python a poor language. Again, not true. While I don't like it all that much, that's beside the point. The question is about the strangest language feature, and I think this is strange, by virtue of it being something very, very few (but >0) languages use.