As a Captain Falcon main -
Inkling - They have movement faster than falcon's dash speed, insanely low lag moves with low frame activation, ridiculous recovery options, easy combos, ink bomb projectile.
Ness/Lucas - half decent ness/lucas players are disgusting to play against as falcon. PK fire (not that annoying in and of itself), but with ness' quick aerial skills and a skillset whose priority beats falcon 80% of the time, it gets really annoying really fast.
Additionally, PK Thunder needs to be nerfed...As falcon we don't have many dodge options against their PK thunder once we're in the air. PK thunder is ridiculously quick to activate, moves extremely quickly after activation, has a large hit box, and does multihits. Even if I dodge out of the way, there's a good chance I'll get nicked by tail of it, in which case they can spam it again....and again.
Wolf - He has some neutral moves that come out faster than any of falcon's attacks, with longer reach than any of falcon's nuetral options. If I block an attack and they are outside of falcon's grab range (which is pathetic), I'll get punished unless I dodge/dodge roll.
Jigglypuff - Jigglypuff.