There are various reasons why web sites do not work in browsers such as Opera. Generally they fall into four categories; there is a bug in the browser, a bug in the standards specification, a feature has not been implemented yet, or there is a bug in the site.
Slightly Ajar blog did very good job of classifying web developer's bugs that effect Opera the most. This entry also will be helpful to make web site's code work in all major browsers, not only for Opera.