Slow delivery service. I ordered a few things last December that were GUARANTEED to be delivered by Christmas, but it was not to be so... hubby had an empty stocking and zulilly offered nothing to compensate.
A lot of the products are low quality, particularly the clothing. Since pretty much everything had a no return policy, you are stuck with it. I have found some really cute things for my daughters, but I am often surprised that they can keep selling such flimsy stuff and stay in business. Most recently a I purchased an adorable pair of palazzo pants to take on a trip. When I went to back them, I realized the black floral pants stretched, so they were see through. They also sort of faded and pilled with one washing.
Also, I often cross reference items on amazon, particularly toys, as they are often cheaper with quicker delivery time on amazon.