They're unhappy about wealth inequality, the high unemployment rate, the Federal Reserve system. They want no more tax free corporations (known as the Buffet Rule of Fair Taxation), elimination of corporations being allowed to claim 'personhood'a bunch of others:
here's a few
http://coupmedia.org/occupywallstreet/occupy-wall-street-official-demands-2009
But then there's the 'poor college students' that want their student loans gifted to them just because they decided to spend $100k to be a graphic designer or an art history major... or the people who were too stupid to know what they could afford, bought way over their heads and then lost their houses...
I can tell you as someone who works with plenty of people in the 1%, there's a lot of shady bullshit that goes on for many of these people who get the money they have... it's very rare that people who have bajillions of dollars got it simply because of 'hard work and determination'.
Most take advantage of the poor and the failing systems of the world to get where they are.
I think the other thing that bothers people is when a billionaire investor does some inside trading or steals millions of dollars and then gets a slap on the wrist and probation while a poor or homeless guy that steals a couple of bucks to get by goes to jail for 15 years.
though the problem is that there's true anti-capitalists that are ruining it for the people who are more moderate.
It's just like the tea party... they had a lot of good ideas that were ruined by retards like this:
I liked a lot of what the tea party had to say and I like a lot of what the occupy people have to say... but in the end, the media focuses on the dregs, idiots and clowns at these things rather than the people with a message.