Of course, nearly all escort missions. Absolute momentum killers.
This one may be outdated, but not knowing when a game has multiple endings (or has a good ending that you didn't get). Lots of older RPGs are guilty of this, but the game I remember most for this phenomenon was Revenge of Shinobi on the Genesis. I assumed I had beaten it for years until reading an FAQ. I had only gotten the "bad" ending. There's nothing in-game to inform you of any other ending. So maybe the larger gripe would be secrets/endings that could be mentioned in-game but aren't.
Modern 2D games that insist on the "oval of darkness" around the gameplay area, ala Hollow Knight, and many, many others.
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Use your computer mouse to navigate the internets. Be sure to talk to everyone you meet. You're sure to gain lots of valuable information.