The Harvest Moon series is riddled with this sort of thing. While it generally only smacks those going for secrets or 100% completion, there are several instances where normal players are frustrated.
In the series as a whole, triggering certain cut scenes (needed to marry characters or unlock new features) are a matter of being in the right place at the right time - and sometimes under the right conditions and with the right item equipped. (Ex: Elli's Yellow Heart event in Friends Of Mineral Town can only be triggered on a sunny Wednesday on Mineral Beach between 9 AM and 10:30 AM)
Cliff's Blue rival heart event is especially bad. It has to be done between 11am and 4pm at the church on a rainy day that's not Saturday in either spring or summer of the first year. That last part is the thing everyone misses. In Autumn of the 1st year is an event that, regardless of the results, means Cliff will never be at the church under those conditions anymore. And being that you're probably busy during the 1st spring and summer (and the weather is random) there's a good chance you'll miss it if you don't know what you're doing.
A noteworthy example of an event only being triggerable under a certain condition is in Harvest Moon DS (Cute). The random event where Rock hits on Muffy requires both of them plus Griffin being at the Blue Bar and Rock and Lumina being married. Sounds straightforward—except that an additional requirement is that Muffy can't be married, something that the official guide fails to mention. So if either you or Griffin have already married Muffy by the time Rock and Lumina get married, this particular event cannot be triggered.
An egregious one is unlocking the first Hot Springs in HM DS. You need to view Flora's Blue Heart scene to get it. If you haven't seen it before you marry someone else or she marries Carter, it's Lost Forever.
Another lighter example is Another Wonderful Life for Rock's third heart event (it has to be triggered by leaving your farm through the passage near Takakura's house, even though the event leads you near the bridge}, and Gustafa's final heart event (you have to enter the Inn and leave between 7:00 PM to Midnight to find Gustafa leaving the bar, even though there is nothing the event has that urges you to go there and you had no indication before that you'll need to head there).
Island of Happiness tweaked the farming system used in previous games. The new crop growing system uses set time intervals as minimum time required in each stage, and adds water and sunlight requirements that don't always correspond, and the weather gaining its own modifiers. Too little, and your crops will never grow. Too much, and they'll wither away. Those ranges are wide enough to avoid complete ruin unless the randgen hates you, but if you want that ultimate turnip for the festival? You need to hit the absolute minimum to grow - too much sun and water will only reduce the quality. The precise requirements for each crop, or exactly how the weather affects them? All in the guide.
Also in IoH, getting the fishing pole from Taro can be an exercise in frustration. First of all, there's no hint that you get the pole from him. Secondly, if you try to give him gifts right away to raise his friendship levels, he won't take them. It turns out you have to raise his levels at first by talking to him every for three to five days straight. And if you try to give him a gift before he's ready to accept... the "counter" resets and you have to start with the talking all over again. Getting the dog from Mirabelle and the horse from Chen are similarly frustrating.
Plus improving your situation in general and unlocking more features and locations requires friendship with just about everyone, and friendship means daily conversations. With everyone. Investing more than half of your play time in The Power of Friendship is more critical to running your farm than being able to balance a budget, which can be a huge Guide Dang It to westerners unfamiliar with the series, as they languish for years accumulating small fortunes that can't be spent, and never seeing half the island, or even half their potential farm.
Then there's littering in Harvest Moon DS. In the other games of the series, littering (throwing objects away outside of your property, and not into a trash can) causes a dip in friendship levels for the entire cast (How can they tell?). In DS, not only does littering on your own property count, but the penalties are insanely high. Littering twice in one day can literally knock your love interest's Heart Level down one entire color.
There's also Cursed Tools in the DS and Mineral Town games: Not only how to get them (Randomly on certain mine floors, and only after you've upgraded your standard tools to their maximum) but how to remove the curses permanently (once you equip a curse tool, you can't un-equip it until you have Pastor Carter release the curse (Blessing)). In the DS games, it's a matter of money. In the Mineral Town games there are three different ways to break the curse: leave equipped for 30 days, Bless 10 times, use 255 times without un-equipping. The game doesn't tell you this, nor which method corresponds to which of the six tools.
Harvest Moon: A New Beginning has seeds and different types of animals for sale, which naturally get unlocked as the player proceeds through the game. Yet there are alternative ways to unlock majority of things, but nothing in the game hints at this. Suffolk Sheep or Jersey Cows can be unlocked much earlier than late Year 2 or Year 3, if the player has three sheep or cows get born on the farm, respectively and some tree seeds are unlocked by shipping a certain amount of money. Unfortunately, this does not work for Yam Seeds.
The most egregious case is hands down Natsume's internally developed Harvest Moon game, The Lost Valley. Figuring out how to grow a mutated crop involves blindly guessing which combination of factors produce it out of the following variables: 31 elevations, 4 soil types, 4 seasons, 60+ seeds, 30+ types of fertilizer (or no fertilizer at all), number of times watered, plant's distance from water, up to 8 adjacent plants that can be any arrangement of the aforementioned 60+ seeds, and having Rowan's help or not. And that's only the factors the fanbase currently knows affect mutations. No explanation of how any mechanics work or what items do is given, and what hints exist in the game are usually misleading or flat out lies. For example, Pink Spinach's description states it grows in swampy fall soil; it actually grows in barren winter soil. But you know what the real kicker is? There is no guide.
In Harvest Moon: A Wonderful Life steering your child into a specific career path can be this. The children all default to certain careers (for example Muffy's and Rock's children usually become athletes). If you do very specific things you can gravitate them towards one career at the end of the game, however it's likely you'll need a guide for help. Even when using a guide it can be near impossible to get certain children to get into certain careers.
Finding every bug and fish is almost impossible without a guide, since all bugs and fish are catchable at specific dates and times, and you never know if you got all of them for a specific month (since some are very rare, and some fish shadows look a lot like other fish's shadows).
In New Leaf, you can get a job at The Roost and take coffee orders from villagers. There are three parts to the coffee order (type of beans, and how much milk and sugar they want), however, they'll only tell you one of these at a time. If you want to get their order right, you'll have to either look up how they take their coffee or guess the two they didn't tell you.
New Leaf also introduced the mechanic of Redd's art. Unlike the other games, New Leaf gives you a chance to pick which of his four art pieces is the real one, as the the counterfeit pieces will all be subtly different from its real counterpart. However, these differences are minor, and often hard to spot. So for some of them, unless you really know your fine art, you'll probably either be using a guide or guessing. Google won't help - every painting in the game is based on a real piece, but they all have generic names like "scary painting" or "lovely painting", so you'll have to recognize them on sight.
Wild World removed the calendar so in-game your only way to know when holidays are is the bulletin board. Not everyone plays constantly so it's easy to miss events if you don't have a guide.
Certain story related events only happen if you talk to NPCs on specific dates. There's nothing within the games that tells you when.
April Fools day centers around a Spot the Imposter minigame with Blanca the cat impersonating your villagers. The player needs to use personal information about the villagers to determine which of them is real and which is Blanca in disguise. The only problem is, most of the information that can be used to differentiate between the real and the imposter is information that the villager in question never actually tells the player. Only their birthdays and favorite saying are things that the player would realistically know about them without looking the answer up, even if they are as close as they can be to the player.
Finding out how to attract some of the species in the Viva Piņata games is an extreme hassle. They often involve things such as having an arbitrary number of a certain, easily-devoured pinata in your garden, having a certain number of plants, or keeping a few random items around. Although once you attract them, the in-game encyclopedia will tell you what their other requirements are, some of them evolve after that... and good luck finding those requirements on your own!
Not to mention getting the Twingersnaps or Fourheads, which requires you to breed two Syrupents (or Twingersnaps for the latter of the two), and then hit the egg with your shovel at a precise moment. Did I mention that hitting an egg with the shovel normally destroys it, so quite a few people wouldn't realise that you had to do such a thing? And let's not even get into romancing or attracting Chewnicorns and Swananas....
The Princess Maker games, and their Western sister series, Cute Knight, generally have a number of normal endings that are fairly easy to get by playing the game normally, a handful of straightforward special endings ... then a few special endings that you're unlikely to figure out exist without looking them up in a guide, let alone figure out how to get them.
It also doesn't help that some of the endings are really finicky in that the only difference between getting one ending over another is a difference of a few points. For example, the charisma point being 499 or 500 can mean the difference between your daughter becoming a queen or a concubine (this example being prominent because the other stat requirements besides the aforementioned charisma are identical). Sometimes, you can also have all the makings of one ending, but an excess in an unrelated stat can still change the outcome (for instance, having a particularly high level of popularity as a fighter makes it very easy to become a general).
Let's not forget the "homemaker" ending. Many players have found themselves getting this ending after trying to get an entirely different one, solely because their Housemaker Reputation was too high.
In Westward IV from Sandlot (yes, it's a series), to unlock the fourth crop type, you need to irrigate and farm in a space that also includes a visible mine site, even though there is plenty of area that does not require irrigation. A farmer will eventually tell you that there are traces of peas, so you can then add variety to your radishes (the basic!), tomatoes, and corn. Talk about improbable actions!
Victoria: An Empire Under the Sun is an incredibly complex game simulating political, social and diplomatic turmoils of the 19th and early 20th century. The player has to manage his country's production, taxation, tariffs, army, research, social composition, diplomatic situation, colonisation, industrialisation, all this through a clumsy and unclear interface. There is no tutorial and most releases are devoid of any manual whatsoever. To understand the game, the player has to rely on internet help or spend countless days (not hours) trying to work things out.
Finding out how to do just about anything in Dwarf Fortress is a Guide Dang It. It doesn't help that the in-game manual is completely unhelpful. What DOES help is that there, is, in fact, a guide. The game's wiki essentially forms the instruction manual and tutorial. It's almost certainly required reading if you want to play the game properly, which is why page one of the otherwise useless in-game manual tells you to go to the wiki instead.
One of the biggest criticisms of the X-Universe series is their near-vertical learning curve and poor (sometimes thoroughly erroneous) documentation. The in-game tutorials is, if anything, even worse: they teach you the broad strokes of how to fly and shoot, and that's about it. Thank God for the forums...
X3: Terran Conflict features about two dozen abandoned ships floating around in various sectors that can be salvaged and either used or sold; finding them early greatly alleviates Early Game Hell. Some of them are within Triplex Scanner range of a jumpgate or marked with asteroids, but others are such insane distances away from everything that it's unlikely you'd find them if you weren't specifically looking for them.
Also the Hub plot. Nobody in-universe tells you that you'll need to you'll need to prepare your trade empire ahead of time in order to finish this Fetch Plot in a reasonable amount of time.
Tachyon: The Fringe features about a dozen bonus moneymaking opportunities, none of which offer mission guidance.
The VUX Beast sidequest. You are told to find and capture an extremely rare beast that can only be found on one planet (out of several thousand) in the game. The only clue is that it's found on a world with a yellow sun in the constellation of "the snakelike creature that has swallowed the elephantine beast". Someone with a thorough knowledge of constellations may realize that this refers to Lyncis, but anyone else is on their own (the constellations are not drawn on the map). Although the game is often obtuse with its hints, this is the only one that requires knowledge from outside the game itself to solve. It was marginally easier in the original release, which included a starmap in the box with the constellations drawn, which the more recent digital copies of the game lack.
Due to programming oversights, the game never actually tells the player that there is a time limit to winning the game (a generous one, but even so). The dialogue revealing this information is present in the game's code, but unfortunately, there's no way to trigger it during gameplay.
The Sims regarding career tracks. In The Sims 2 introduces chance cards that appear while a Sim is at school or work. You can choose from two options that have a percentage of success or failure, but the seemingly "right" choice can get your Sim fired if it fails. You also have an Ignore option, but what fun would that be?
A lot of Hometown Story is not properly explained, even in the manual.
One example of this are the passwords in the ledger (Passwords earned in the 3DS version are used for bonuses in a yet-to-be-released smartphone version).
Another example is that the only way you can obtain wood (used for shop expansions) is to purchase it from the merchant who shows up at your shop at 2 PM.
You also can't use any tools to gather items to sell, you can only pick things up that are laying on the ground, or purchase them from other shops and resell them at your own. It is possible to fish (possibly only in the EU version), but for this you just need to stand at a dedicated fishing point and press A (the fishing rod seems to come out of Hammer Space).
Some of the cutscences triggered by going into some parts of town require a specific weather and time of day combination. If there is a part of day where you are consistently at the store, you can easily miss some.
There are (hidden) friendship levels in the game, that need to be raised to trigger some cutscenes.
Zoo Tycoon: Getting the secret animals. A great example is the unicorn. Getting one your own without hearing about it through a external source not only require you to know about a obscure film called Xanadu, but renaming a exhibit after this film, without any sort of in game hint that this animal even exists in the game. At least the mermaid in the marine expansion pack you are more likely to stumble upon accidentally, because putting the mermaid statue in a tank is something a person might do to decorate the tank; it looks good in there despite being for outside.