What kind of things, you ask?
Well, doors, buildings or anything that might ruin the show.
There are lots of ways that Disney does this, but one of the more common ways is to paint the item in question. Disney has developed two distinct colors they use to hide things in plain sight: Go Away Green and No Seeum Gray.
One of the more famous uses of the paint is on the door of the exclusive Club 33 restaurant in New Orleans Square at Disneyland. (Thanks to Daveland for the photo.)
On a recent trip, I was explaining how Disney did this to a friend while we were sitting in the Tomorrowland Terrace charging our phones. I realized that the buildings next to us had a perfect example of the paint.
Disney also takes advantage of sight lines when painting show buildings. The following photo is taken from the Germany Pavilion looking across the lagoon towards Canada. Notice the curved building that is painted sky blue? That is the Soarin' show building.