Odo hates having a humanoid body.
He hates losing his shifting abilities, of course. Practically, it makes his job much harder, since he can no longer spy on would-be criminals by turning into some unobtrusive object. But more than that, shifting was part of who he was. It informed the way he saw the world, how he interacted with others. It was what made him different from everyone around him, and was the only connection he had to his people for the longest time. Without it, he feels more adrift than he's inclined to admit.
So yes, he feels the loss of being a changeling keenly, just as the Founders undoubtedly knew he would. But he wonders if they also knew how unbearable having a humanoid body, rather than just mimicking one, would be.
No one else seems to understand how big of a change this is for him. He supposes he can’t really blame them - from the outside, there’s no difference between a changeling taking humanoid shape and an actual humanoid. But from the inside, the differences are never-ending. He’s not made of a gelatinous matrix anymore, he’s made of organs and tissues and bones, and has to suffer all that entails.
For one thing, he has to eat and drink now. He's spent years listening to seemingly everyone wax poetic on the pleasures of imbibing food and drink, often expressing sympathy for him because he couldn't partake. So he expects this to be a rare bright spot in his current situation.
Some of it does taste pleasant, he supposes. But he can't get past the sensation, the knowledge that he's chewing up something that used to be alive (or sometimes is still alive, in the case of Klingon food), mixing it with his saliva until it turns into a soggy paste and swallowing it down into his stomach, where it'll spend the next few hours being dissolved by acid.
And that's not even taking into account the times eating goes wrong. Why the human windpipe and digestive tract cross is a mystery to Odo, especially after a chunk of food almost ends up in his lungs, as is why it's so easy to bite down on the inside of his cheek - let alone why that particular part of his body needs so many nerve endings.
Drinking is a bit more palatable, though he's not sure he cares for the sensation of cold liquid trickling down to his stomach. And, of course, whatever he drinks inevitably has to come out of him several hours later, a process that's inconvenient and vaguely distasteful - as opposed to the consequence of eating, which is definitively distasteful.
And he has to eat and drink all the time . He'd used to think three meals a day was excessive, a waste of time that could otherwise be spent accomplishing things. But this body wants to be fed that often, if not more. He eats, and a few scant hours later his stomach is contracting with hunger. If he ignores it, as he is often inclined to, this progresses to a headache, dizziness, trembling. So he gives in and eats again, knowing as he does so that the cycle will repeat in short order. Forever.
He has to sleep, too. This is less of a change to his previous routine - after all, he'd previously had to regenerate every sixteen hours - but it, like seemingly everything about being humanoid, is a shockingly suboptimal process. When he'd needed to turn into a liquid he just did, as easily as he now breathes. Falling asleep, on the other hand, is often a protracted affair, requiring dark, quiet surroundings and a significant length of time just lying there, waiting to fall asleep, trying not to think about what a waste of time it all is. Sometimes he gets frustrated with this and skips sleeping that night altogether, because he can. But it catches up to him in short order, making him tired and miserable, unable to think straight.
Most physical tasks are harder now. If he has to run - which he often does, chasing criminals - he only manages a few minutes before his muscles start burning and he's gasping for air. His joints have proscribed ranges of motion, and complain sharply if he tries to move them beyond that. He can't even stand for long before his feet start to ache, which Odo thinks is particularly unfair, given that if he sits too much his back hurts.
And this body is fragile. If he bumps into something, he bruises. If he cuts himself, he bleeds. If he touches something hot, he gets burned. He wrenches his ankle by landing wrong from a two foot drop. He can get sick.
The first time he catches a bug going around the station, he legitimately thinks he’s dying. His whole body hurts for no discernible reason, he can’t breathe through his nose, his forehead somehow feels clogged, and swallowing sends a sharp pain through his throat. He drags himself to the infirmary, fatigue from the illness not entirely cancelling out his panic, only for Bashir to tell him it’s just a bad cold. He gives Odo a hypospray for the fever, tells him to rest and drink lots of fluids for the next few days, and sends him on his way, trying unsuccessfully to keep his amusement from showing. It’s easy for Bashir to think he was overreacting, but Odo’s never had a body that can suddenly turn on him like this.
There are a million smaller things, too. He sweats. He coughs. He sneezes. His nails have to be trimmed. His hair doesn't stay slicked back, at least not on its own. He sheds skin cells. An eyelash gets in his eye, causing it to water like mad until he gets it out. He gets the occasional pimple. His breath smells in the mornings. His stomach gurgles. His joints crack. Sometimes he drools in his sleep.
To anyone else, these would be minor inconveniences, barely worth noting. But to Odo, each one is a reminder that he's now a stranger in his own skin.
All in all, his solid, humanoid body is a needy, unpredictable, uncontrollable, inefficient vessel. And he’s stuck with it.