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.
Ghouls 'n Ghosts. Absolutely loved that game. I played it constantly. Even when i got a new game, i would always go back to that cursed game. I don’t even remember how far i got, but i did not got far at all.
I had to cheat on that one. Never could figure out the planetarium part.