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Each character in Mario Kart DS affects the karts' weight rating differently.
Mario Kart 7 repeats this not just for the characters, but for certain kart parts. Some parts can affect your mini-turbo duration, speed underwater, etc, but you wouldn't know by just looking at them.
In Mario Kart: Super Circuit, unlocking the tracks from Super Mario Kart isn't extremely hard to do, but figuring out how to do it without a guide is. It requires beating every cup on an engine class in first place (one engine class at a time, if preferred) and then going back through each cup again afterward and getting at least 100 coins, though when getting the coins getting in first fortunately isn't a requirement.
There are keys that unlock the bonus mini-games in each of the first four worlds of Diddy Kong Racing. The first one's out in the open, but the other three are in such ridiculous places that you pretty much have to look in a guide to find them (one word: drawbridge). To make matters worse, you have to beat all four mini-games in order to face the final boss! Gah!
Games which have a checklist of objectives, like Kirby Air Ride, often do not tell you what the objectives are before you complete them. This leads to a few of the objectives becoming Guide Dang Its. In KAR's case, how would anyone guess to win a race on a certain track without touching the walls even once? Well, the game does reveal a few of the uncleared objectives when you start to clear them, but for most of them, they'll be completed without you knowing what they are or that you've completed them.
Some of the Wanderer opponents in the Shutokou Battle series (known as Tokyo Xtreme Racer and Import Tuner Challenge outside of Japan) have requirements that are hinted at in their profiles, and finding the rest is absolute guesswork.
In the SNES F-Zero, there's one long jump on the White Land II course that you're pretty much guaranteed not to make unless you hold the down button on the D-pad to give your machine extra lift. But the manual only says that the D-pad is for steering, so you wouldn't think that down would do anything.