Here's an example. I've always taken it as a given that orthongonality is highly desirable. But on page 2 of the interview, Matz describes how orthogonality can be bad.

An example of orthogonality is allowing any combination of small features or syntax. For example, C++ supports both default parameter values for functions and overloading of function names based on parameters. Both are good features to have in a language, but because they are orthogonal, you can apply both at the same time. The compiler knows how to apply both at the same time. If it's ambiguous, the compiler will flag an error. But if I look at the code, I need to apply the rule with my brain too. I need to guess how the compiler works. If I'm right, and I'm smart enough, it's no problem. But if I'm not smart enough, and I'm really not, it causes confusion. The result will be unexpected for an ordinary person. This is an example of how orthogonality is bad.

The orthogonal features, when combined, can explode into complexity.