Wicked Features are features that must be considered each time a new feature is added. For example, consider having different user types. When any feature is implemented, you would have to consider which user type can access that feature. Other wicked features would be supporting on-premise deployment, strong data locality, etc.
Wicked features are the ones which make it hard to work in larger tech places. It’s hard to add a feature since we have to think about all the wicked features too. So, we should avoid the wicked features as much as possible.