The puzzles. I loved the fact that we had to figure out what to do and how to do it on our own (like in Wonderland, we had to figure out where the clues were, what room to go to to find Alice's whereabouts, etc.). In KH2, we were handed the information on a silver platter. We didn't have to figure anything out, just follow instructions. :/
Totally miss the side quests. Only side quests KH2 had were the pages and Olympus Coliseum competitions. In KH1, we had the puppies, trinity marks, mini-games, pages, competitions, treasures and stuff that could only be reached after certain moves were learned, etc.
Dodge roll, so very much. ;__; I LOVED that move.
I still love KH2, very much so, in fact. But KH1 is, by far, it's superior.