Cyberbullying is the only actual bad first-world problem I can think of.
The whole real-world/internet barrier, especially. People have trouble reconciling the two of them. First, you have internet bullies, but then you have people who think its okay to post their (the bullies) address, or don't think to block them or not use the platform. Also, internet communication can tend to confuse the intended message- sometimes the harraser is trolling, ect.