If you had to name one thing, just one thing, that bothers Winston, it would be "the state," or Big Brother.
If you were going to list all the different things that bothered Winston, they would all represent either Big Brother or what Big Brother and the Party have taken away from him/reshaped his world into being.
The face of Big Brother bothers Winston.
The blindness and stupidity of it all bothers Winston.
The way history has been rewritten bothers Winston.
What the Party has done to sex bothers Winston.
Newspeak bothers Winston.
And so on.