Winston was bothered by many things. On the personal level, he was bothered by his behavior toward his mother and his sister when he selfishly made off with the family's chocolate ration; but he remembers that his mother continued to love him despite his behavior. This lack of simple human contact is something that he admires in the Proles who live simple lives that seem to be full of love and human contact; his error is believing that this makes them capable of revolt.
Winston is mostly bothered by the lack of "freedom" in his society. He is something of an ideologue. He is fascinated by the "Theory and Practice of Collective Oligarchy" which represents a criticism of the structure of the society of Oceania (the world?). Julia, on the other hand, doesn't have his interest in the ideas; she falls asleep while he is reading "The Book" to her. She is bothered on a more personal, less ideological level, than Winston. When he starts writing in his diary, Winston remarks that freedom is the right to say that 2 + 2 = 4. When he learns that 2 + 2 can equal anything the Inner Party says it does, his dream of freedom has gone the way of the equation.
Winston Smith was bothered by the way his society was ruled, you could not really do anything of your own, you were not even to have a private life, you must totally live for that society and that Party of it, it demolished all creativity and sexuallity from human life, it was no human society at all, of course he was also bothered from the past!