I am not a big fan of the "download complete" notification box that pops up after each one. In some cases, it actually seems to get in the way. For example, when saving images in Gmail, that pop-up interrupts the ability to use the keyboard to cycle to another image and creates and extra step to go through.
This might be a minor thing, but the extra clicks required made me migrate away from Opera some time ago, and I had hoped the newest versions of the browser added a setting for that. Even the new Opera GX doesn't seem to have the ability to disable it.