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.
Magic Carpet was incredibly fascinating. A whole planet that you could explore and influence and even modify terrain on? Every kid’s dream, even given proof by Minecraft’s popularity 20 years later. Could never get past the first several levels though.
Finished the game recently after giving it another go, no wonder only the beginning is kid-friendly. The later levels are devilish puzzles in difficulty. If you do not figure out the exact sequence of actions necessary to solve them, you die! Their open-world nature is only a masquerade to trick you into complacency.