The grass is always greener. I'm gonna step up to the plate for the USA here...
It is very difficult to discuss differences between countries, because as soon as the topic of USA enters the discussion, Americans* step up to defend their country. Everyone is proud of their country, but I wonder if maybe the US school system takes this patriotism too far. For instance; I don't know any other democracy where parents would accept that their kids should learn to "pledge alligience to the flag".
A few examples of how something that must be trained into kids at school in the US, because it comes out so automatically in every discussion, and it just looks weird (or even slightly insulting) from the outside:
1) The WW2/Nazi thing.
All the allied countries learn to be proud about what their country did in the war. The UK take great pride in how they kept on fighting on even though London was bombed to smitherins. Norway is very proud of our skiing saboteurs who stopped the Nazis from getting enough heavy water to develop the atom bomb. The Faroes are very proud of their sailors, who ensured that goods and food got into the allied countries, despite staggering losses of men and ships (largest per capita in Europe). Even the Swedes are proud of how their neutral diplomats managed to care for refugees and save people from the camps. But we all learn that we were part of an alliance, and that this joint effort is what won the war, with three main turning points happening around 42/43: the major one was Germany's losses on the eastern front, where millions of Russians died in their effort to decimate the German troops. 3/4 of all German losses were by Russian troops, and the war in Europe was over when Russia took Berlin in 1945. The second turning point was in Africa, mainly thanks to the Commonwealth forces from India, Australia, New Zealand, etc. This knocked out Italy, and spread the German forces even thinner. The third turning point was the US entering the war.
When discussing this issue with people from USA, it sounds like they have only been taugth about their own part of the war, and that they are convinced the only reason Germany didn't win is that the US "came in and saved Europe's ass". When annoyed Europeans then respond with "hey, thanks for showing up late and claiming all the glory", it often seems like the Americans are hurt and feel attacked. This is very different from the banter the rest of us can have about this issue - about how the Russians turned their cape when the wind shifted, how we lost the battle of Norway in less than a week, how the French... were French, etc. There is no room for making light of the US military, that is taken as ungratefulness and insults.
*By Americans I mean US citizens. I know America has a large number of countries, but don't know any good word for the people living in the US.
2) The Constitution.
The US pride of their consititution, and how they view it as ancient, sacret, and unchangeable, is just weird for an outsider. It doesn't seem like they know that all other western democracies have similar laws, and that most of those are much older? Laws age, and need to be updated. Norway just changed several parts of our 1814 consititution; although it is younger than the US one, it still needed updating. If we were to become originalists, we would have a problem: The consititution has ties back to "the Law of Norway" from 1687, that replaced (or really revamped) Magnus Lagabøtes law of 1274-1276. This again was based on "the Gulating law" and "Frostating law", that have ties back to the 5th century. The UK have their Magna Carta, the southern Europeans have proud traditions stretching back to the Romans. The US consitution is nice, but it is really not that special. The Roman laws, and the Magna Carta, are the ones that really changed the world.
3) "Everybody wants to come here"
As shelivesthedream and snowball explained, a lot of people from poor countries want to move to any rich country to have more opportunities (they even want tocome to cold and dark Norway), and a lot of people in rich countries too find it interesting to try to live in different countries and experience different cultures. My mother is a scientist, and every so often she takes a semester abroad as a visiting scholar. She has been to other Nordic countries, the UK, parts of eastern Europe, etc. Last year she went to the US. It was a weird experience, and she will probably not try to do that again. I think we were 10 people involved to navigate the paperwork at its worst. Even going to Russia caused less and easier paperwork. Blank forms were printed and sent in the mail for her to fill out and send back. We had to find a bank that knew how to, and were willing to, handle paper checks. She had to drop everything on a days notice to get to the nearest US embassy for interviews. It was all so cumbersome and old fashioned.
And the really weird thing is that if you tell a Russian that the paperwork and bureaucrazy was a bit of a struggle, they will agree with you, and crack a few jokes about it. If you tell that to an American, they will often angrily resond with "yeah - if you think it is so bad, maybe you should just stay at home".