I remember debugging being a serious pain when I first started. Specifically, the lack of a polymorphic print function is a big issue. Many (most?) new ocaml users come from languages where adding print statements is the easiest way to debug a program. If I could have one new language feature to make life easier for beginners, that would be it.
Otherwise, I think the tooling has made huge strides since I started with the language (~2013). Dune is generally very good. I love being able to just clone dependencies into my repo and start hacking on them. Opam is just fine for new users. We have a great lsp server and really polished vscode support. Debugger support is still a pain point, but we have a real wealth of tracing tools.