For me personally it was the fact that I NEVER got a Gjallarhorn to drop even once. I ran raids, nightfalls, weeklies, strikes, and crucible matches for all of year 1 and never got it to drop. To top it off RNG decided that it would just give me numerous Universal Remotes( got this 15 times in year 1) or Dragon's Breaths.
So what are some of your worst experiences?
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Omnigul w/ Arc Burn Nuff said