I remember being stuck for months in Phantasy Star 2 and 3. Just couldn't figure out where to go. Then one day I realized the Internet probably had answers, and discovered GameFaqs.

(If I remember where I was stuck in PS2, you had to walk to the left edge of one of the many towns. Instead of exiting to the world map, there was a little area with some buildings. They looked like all the other non interactive buildings in the town, but if you walked into the bottom of the center one, it took you to a new map. At the end of that dungeon, you had to use the seemingly useless "music" spell you could learn from the sexist piano guy in some other town. Not sure how you'd figure all that out on your own.)