Not knowing which of the many paths in a dungeon is the "right" path so I can avoid it (because I always have to go EVERYWHERE ELSE to get ALL the treasure before continuing the story, oldschool games taught me that).
Undistinguishable points of no return. These are a dick-move anyway, so if you put them in your game at least make them obvious.
Accidently answering something wrong in an answer-box because you were skipping through dialogue too fast.
Getting stuck somewhere in FF8 not knowing where the fuck to go next, and half a year later when I feel like trying again the savegame is gone.
Finding the game laughably easy on one difficulty and balls-to-the-walls hard on the one right above that and having to argue with yourself which one to take (because both are quite frustrating).
Getting owned in a game once, then leveling up for a short time and suddenly nothing is able to provide a challenge anymore.
Crisis Core, Dissidia and one Kingdom Hearts game being PSP exclusive.
Couldn't have been that difficult to just make a PS2 version. Now I borrowed a PSP and the games and SquareEnix made no money from me, their loss.
Comparing the games on my "to do list" (most of them 60-120 hour monsters) with how little free time I have nowadays.
Buying a game for 40-50€ and finding out that the only thing it has going for it is fancy graphics and that the gameplay isn't fun at all, it has no depth and story is non-existant. A single indie game provides ten times more enjoyment for a fraction of the cost.
Finding out that there is DRM on a singleplayer game that makes it require an internet connection to start (or sometimes even constantly while playing).
I just can't understand why companies think it is a good idea to spend millions on intrusive DRM that will not prevent, but encourage piracy and will piss off their customers and give them tons of bad publicity.
If those millions were spent actually making the game better, they'd sell a ton more copies (because people would actually want to reward/support them), but they're apparently not smart enough to think of that.
Not necessarily in order, but if I had to appoint a nr.1 worst it'd be intrusive DRM.