Hmmm, had to think about this. I've never...
- ...finished a Frost Moon fully, even in Multiplayer. Only made it to Wave 15. As such the only items in the game my group has never seen are Baby Grinch's Mischief Whistle and Reindeer Bells.
- ...done a from-scratch solo playthrough of 1.2 (though I did two for 1.1). As such I've never soloed Plantera and Golem without already having loads of gear from puttering around in Multiplayer.
- ...soloed Duke Fishbuns, Pumpkin Moon, nor Frost Moon successfully. Even fully geared.
- ...played on Mediumcore or Hardcore. Legitimately (I made a Hardcore character as a joke once to kill them immediately for a tombstone before all difficulties started dropping them).
- ...built a nice-looking, dynamic house or other building.
There's probably more, but these are sort of the 'major' ones that come to mind. Only the last one is one I intend to eventually remedy.