Legend of Dragoon for PS1. Not a hard game by any means but there is a part in the first disk where you are not suppose to attack the "boss". I was like 10 and couldn't understand this nor was it explicitly explained. So i kept attacking the boss kept healing and i kept losing. It took me going to a boostpre, finding the Brady games guide and finding that fight in the book. That was like 4 months after i had given up.

Similar to that is in Shin Megami Tensei Devil Summoners where you fight this Dolphin and you are to keep using magic on it till it explodes. No other fight is like this and I'm pretty sure magic was healing it. It is possible to brute force that fight but you do so little physical damage.