My two:
Very cliché, I played Ocarina of Time a ton as a child, have memories of playing it both on N64 as a wee child and on game cube as a less small child. Never got past water temple even with the game guide.
Yu-Gi-Oh forbidden memories. Played the crap out of that game on play station, constantly playing on free play praying for the cards I would need to get further. I was never able to beat more than 1-2 of the high mages. Watching speed runs on the game it turns out I was never ever going to beat that game as a kid. The final 6 are just disgustingly brutal.
Final Fantasy. My friend and I played it cooperatively, and we made our team four red mages. There was a mini boss in the final dungeon we kept getting destroyed by no matter how much we would go back and grind levels. We finally gave up. I couldn’t beat Super Mario Kart either, but i didn’t actually get to play that as much.
I got a black mage, white mage, red mage, monk combo to work as a kid. However… it wasn’t until recently that I found out that I didn’t actually need to grind as much as I did, because I had no clue that the end of each dungeon had a warp back to the beginning, so I was making it from the entrance to the boss, and back out without the use of tents…