I always mark my golf ball(s) with my initials, and only play a certain brand. I don't find it annoying as much as a little comical... When I practice at one facility here in Orange County - they have a chipping green. And usually there are 3 to 4 people using it simultaneously.
One day I was chipping, and another older gentlemen was chipping near the hole I was hitting at. And he had maybe 6 balls, and I had a similar count. He kept picking up my balls - would look at them with a blank stare, see my initials/marking, and still ask me if that was my ball.
Happened 3 or four separate occasions... Finally, I closed up shop and went over to the putting green to avoid this character.
At another facility - they have a practice bunker, beside the chipping/pitching green. There was a younger kid - probably 13 or so?? He was hitting shots from the bunker. After the 3rd shot or so that I saw him fly across the green - one sailed my head. I let him know he might want to aim away from people - and hit in a different direction. The kid apologized, but continued to hit shots at or near me. 