For me, Pokemon Gold. Somehow I got stuck outside of a blocked-off cave surrounded by water, but I didn't have any pokemon that could use surf on me. The only theory I have is that I released my pokemon that did have surf, but I was probably six or seven and had no clue what I was doing.
Also, the Super Monkey Ball series. Seriously, what was with the difficulty in that game? Even my mom and dad (50 back then) couldn't clear most of the levels, haha.