Pointless Choices
Hershel
If you lie, he'll know but there are no consequences beyond him having a go at you.
Duck or Shawn
Either way Shawn and Duck lives. I know Shawn died in the comics but they could have tried something to add weight to the decision.
Suicide Girl
If you refuse the gun, she'll take it from you anyway. They could have had a scene at the end of episode 1 where you return to the motel to find zombie Irene.
Doug and Carley
Either way, whoever you saved ends up being killed by Lilly.
To Chop or Not to Chop
If you drop David's leg off, Travis gets eaten and David dies and becomes a zombie. If you leave David, he gets and Travis ends up becoming a zombie.
Jolene
If you don't shoot her, Danny will do it. They could have made it so that if you try to talk to her instead of shooting her, she shoots you and you get a game over.
Taking Stranger and Arvo's stuff
Even if you play no part, the Stranger still blames you. If you don't steal from Arvo, he still sets his Russians on you.
Christa or Omid
Whichever one you save, the other makes it anyway. Even if you do nothing. they both make it onto the train.
Save Ben
He dies in the next episode anyway.
Bitten
The group end up trying out about your bite at the start of episode 5 anyway. It also doesn't make a difference who you bring with you as you end up returning to the house and joining up with whoever you left behind.
400
Vince can either save Danny or Justin but the survivor is never seen again. Whether Wyatt leaves the car or not, he's still with Vince at the end. If Russell stays with Nate, Nate is nowhere to be seen. If Bonnie lied to Leland, he found out offscreen and apparently died.
No matter what choice Shel made, she and Becca are still with Vince. Bonnie will go with Tavia but everyone else who goes just makes a cameo in season 2.
Save Christa
Either way, the group chase you and Christa is never seen again.
Nick or Pete
If you go to save Pete, he'll die anyway while Nick escapes anyway.
Forgive Nick
If Walter saves Nick, Nick doesn't nothing in episode 3 and dies offscreen in episode 4.
Anything to do with Sarah
If you show her how to use a gun, nothing comes of it. She doesn't help you or hinder you. There is no consequence. Whether you help with her chores or focus on your work, Carver blames Reggie and throws him off the roof. If you save Sarah, she dies in the same episode anyway.
Your interactions with her have no affect whatsoever.
Shooting Rebecca
If you call for help, Kenny shoots her and triggers the firefight that would have happened if you shot her yourself.
Luke
Whatever you do, Luke dies. I know they changed it so that you would choose between Kenny or Jane, since most players would assume Luke was the "right" choice.