There are things I haven't finished, a LOT. I pick up a book and try to read it and just can't get into it. That doesn't mean it's not worth reading. So I can't honestly name those books, I suppose unless I've gotten at least halfway through them.

That being said, there are some that I've finished or almost finished that were awful.
The Jewels of Aptor by Samuel Delaney was horrible. I don't even know what the damn thing was supposed to be about. It seemed so random. Maybe I just didn't get it.
Altered Carbon, which I read solely because of its popularity and reputation as a genre-builder. I've come to realize, though, that cyberpunk just isn't my thing. It was good in that I could see its worth in that respect, but that's as far as it went.
And speaking of genres that are turn-offs, urban fantasy is pretty dull for me as well. Angel of Darkness by de Lint was one of those for me. It was meh, I read it all, but it didn't capture me the way I'd hoped it would.
Classics also very rarely interest me. There are a lot I won't even attempt to read. Some things I couldn't finish despite them having been assigned in classes, like The Metamorphosis and Heart of Darkness. In fact, the latter is probably my least favorite book ever. I have it on my to-read shelf because I just feel like I have to force myself through it one of these days.
Let's not forget the pile of crap that was Crossroads of Twilight. As much as I love Jordan, that book was obviously written for one reason- to make money. More happened in the prologue of the next book than the entirety of that one.

There are tons more, but those are the first things that come to mind. A lot, huh.