Like others have said, I LOVE how simply everything translates between CLI and GUI, whether it be Winbox or Webfig. There is practically nothing you can do from CLI but not GUI.
If you have ever done any networking in Linux, it all makes a lot more sense. If you are coming from the Windows side of things, you are likely to get lost quickly. I think that is the biggest stumbling block for most new users. Either that or just minimal general networking knowledge. I know *I* thought I was decent at networking until I started configuring my first Mikrotik! That said, I think using Mikrotik actively HELPED my learning, not hindered it.
That said, aside from agreeing with others about vlans, bridges, switching... Here are some specific ideas I would like to see implemented in the GUI. Mostly shamelessly stolen from my 2nd favorite routing appliance, Barracuda NG firewalls.
1- The ability to group sets of firewall rules. It is a little thing, and I get by just commenting the first rule in a set of rules. No effect at all on functionality, but the ability to put a "heading" Above a group of rules: "Communications between Branch and Local Office" type of thing...
2- Another display tweak - A set of "sub-tabs" for Chains. Essentially just a tab for each chain, including any custom chains you create. You can get mostly the same effect using filters, but tabs would be much simpler to switch back and forth between.
3- This one would be a bit more functionally intense to create, but - Some kind of more generic object reference database. Think address lists on steroids. By default they could be populated with standard ports for various protocols (IMAP, SMTP, HHTTP/S, etc.) Bonus points for being able to create recursive objects (An entry named "Stuff I use" which references IMAP, SFTP, SIP, Syslog, and SMB, so I can just reference that one object in a rule, rather than listing each of them independently, or worse having to create multiple otherwise identical rules for each of those services.) Other "objects" I could see utilizing: Users, networks or named networks, VLANs, schedules, and most of the things there are already lists for (Interface lists, address lists, etc.) ANYWAY, some kind of central place to create and manage different types of objects, which can then be refenced where appropriate in different rules.