I'm sure most of these people don't watch enough hockey to know the intricacies of certain rules. Which isn't really a big deal until they start complaining about something they don't know enough about.
My biggest complaint (when it comes to penalty shots) is that the refs don't call them as much as they should.
Another is when fans acknowledge that something indeed was a penalty...but it shouldn't have been called.
Reminds me.... last year I was watching a Penguins-Senators game on Center Ice, and I was getting the Ottawa feed. Some Senator got called for high sticking, and the color analyst was fuming mad because he didn't feel there should have been a penalty.
Well, the Pens scored on the PP, and now this guy is even more irate. They finally get around to showing the replay, and it's clearly a high stick, and was the correct call. The analyst didn't say anything for a few seconds, and then finally said "Well...yeah, it was a high stick. But they didn't have to call it... Pittsburgh's been on the PP all night."