The Short answer is the same Tissue/Organs that are most vulnerable to other forms of attack
Let's take the Heart for example - Penetrating wounds, Trauma to the chest, Electrical shock etc. etc. The Heart, despite being buried in the second-most protected area of our Body, is vulnerable to all sorts of things that can stop/interfere with it. And given it's importance - that makes it vulnerable.
A Nanite, even a primitive one could probably use the electrical signal from a Heartbeat or just the regular muscle contractions (they are pretty distinctive) to home in on the heart.
From there - the Nanites could drill a hole in the heart, they could clog up the blood vessels that feed the heart itself, they could seal the valves, they could severe the aorta etc. etc.
Same deal with the Brain - it's arguably the most important organ (although me writing this is using my brain to say my brain is the most important organ...) and the most well protected organ - yet concussion, TBI, Strokes, Brain Bleeds, penetrating injuries etc. etc.
Once Nanites get into the Brain they could do all sorts of mischief... Even without intending to damage the tissue, the very fact the Nanites are in the Brain area, traversing your neurons could be enough to cause fatal brain damage