Any variety of problems, as prices define just about everything in a market economy. A few samples:
>produce too much of thing
>produce not enough of thing
>produce thing but cost per unit is way higher than it should be
>produce thing but thing does not do what consumers want it to do
>produce thing but it's of horrible quality
You can find more examples by just looking at the various problems the USSR faced, and there's no shortage of those. One that I remember is chandeliers; because there were no market signals Soviet chandeliers were just made according to durability specs and ended up being comically large and heavy. Whenever they were hung onto a ceiling, the ceiling simply caved in, and they had to start covertly importing chandeliers from parts of Europe. Some Gosplan economists actually inadvertently bumped into the calculation problem from the other side, funnily enough. They were compiling a government-did-nothing-wrong report to explain away the frequent shortages the USSR was experiencing, and pointed out that the 2000+ different price levels Gosplan had to keep track of was impossible to do, and thus they were doing the best they could under the circumstances. Thus, without knowing it they were able to create the perfect case study depicting the Misesian calculation problem.
>Is it just 'we made things which didn't satisfy our wants as much as the set of goods capitalism would have made'?
It is that, but it's not "just" that. Making things that don't satisfy your wants is a pretty big deal when the want is extreme hunger and the thing is food, for instance. Not being able to satisfy wants is a pretty big deal.