Pet peeve number a zillion: when I'm trying to tell someone something and they try to leap to the end instead of letting me get there. Bonus irritation if it's funny or unexpected and they try to jump to the punchline.
"-so around three am there's this scream, and I-"
"-oh so what, it was a fox?"
"Okay Clara so we'll skip the funny bit entirely: my neighbour screams loudly at night. I'll tell someone else the longer and much funnier version that involves me accidentally-"
"-oh what you called the police?"
"NO"
Also applies to directions- if I'm trying to tell you it's down X street, cross at the lights onto the next street which is Y street, turn right onto Z street and keep going until you hit the Thingummy and what you want is across the road from that and you let me get as far as "so you head down X street-" before you jump in with "oh cool it's on X street" then you deserve to have all your debit cards stolen by an elk.
@jk I go with slapping them and saying "now REALLY LISTEN this time, grab a pen and take notes if you need to, I will confiscate both your eyeballs if you interrupt me one more time"
@Murkrow i regularly just end up telling people "look, it's over that direction, please walk that way and after around 5 minutes ask someone else"