In The Dark Meadow, you have to find 10 gems in order to gain additional stats points that will help you beat the White Witch. Good luck trying to find them all without referring to the internet forums.
Silent Hill 3. Let's put it this way: when the game gives you the option to set puzzles to "Hard", it is not joking around. You're either spending five minutes with a guide or five hours with the Complete Works of William Shakespeare.
And the clogged garbage chute in SH 2, which you have to drop a case of soda down to dislodge a critical puzzle item (see Soup Cans).
A Guide Dang It on all difficulties: the scene where Heather holds Claudia at gunpoint. If you shoot her, the God will possess Heather, resulting in a Non-Standard Game Over. The solution is to ingest the Aglaophotis pill inside the pendant she's been carrying since the beginning of the game. You only know of its existence by examining the pendant, and like in SH1, the in-game hints only vaguely reference its use.
Silent Hill 1: To get the Good+ ending, you must collect the red liquid (later revealed to be Aglaophotis, a form of Applied Phlebotinum) from the broken vial in a plastic bottle, then, during the fight with the Puppet Cybil, throw it on her to exorcise the demonic parasite from her. The few in-game hints only remotely reference this substance's power, but scenario writer Hiroyuki Owaku stated that Cybil's fate after SH 1 is left to players' imaginations.
This is not really a Guide Dang It, because you're not supposed to know how to use it until you get the Good ending, which is the only instance in the game which informs you of its purpose. The Plus endings are intended to be earned in replays.
And that's not forget the Crematorium puzzle, also on Silent Hill 3's hard mode. Which requires you to know the real life habits of a particular, obscure bird most people don't know of, let alone know the real life habits of. Oh, and that's not to mention the part of the poem applied to this bird seems to identify an entirely different bird based on the poems provided in game.
This is made even worse by a string of subtle clues that have been scattered throughout the hospital. The mysterious telephone voice you encounter in the locker room tells you that the psycho who's been leaving you love letters through the whole level so far is dead, and that his new name is number 7. Lo and behold, 7 is the number of the gurney he's lying on, and the accompanying poem very clearly refers to him. And yet, as noted above, the corresponding clue has nothing to do with any of this, instead giving the aforementioned vague bird clue. Apparently you have to be a member of the Audobon Society to survive in Silent Hill.
A less annoying example but still valid, is that in order to complete the Event Checklist for each scenario and therefore unlock an extra mode, you are required to kill yourself in a specific way on two separate occasions. One isn't so bad to figure out and might be accomplished by the player for laughs or just out of curiosity but the other requires the player to stand around for close to two minutes while nothing happens with no indication that anything even will happen there.
In Rule of Rose many important plot-points are hidden out of the beaten path, and you can miss the introduction of one of the most important characters in the story if you don't know where to look in the first chapter. Also, you can't get the best ending unless you do the most unintuitive thing imaginable in the final bossfight: give the first and only firearm that you have to the Stray Dog. He will shoot himself dead.
Ao Oni: Version 5.2 has a puzzle that requires knowledge of counting using a Soroban. This is no trouble for Japanese players, but this isn't the case for western audiences (however, downloading the game provides you with a Readme that tells you to look up a way of deciphering the answer). This puzzle (along with several others) were removed for Version 6.
Several unintentional examples in the first Fatal Frame game. One puzzle is focused around the children's game "Kagome-Kagome", which most Western players have never heard of (fortunately, it isn't too tough to solve by trial-and-error). Another came from the number combination locks on some doors. Even if you knew the combination, the lock had the numbers arranged counterclockwise with "zero" in the top position... and written in archaic kanji. Not a big problem for Japanese players, perhaps, but most Western players get totally stumped by what was intended as a very simple puzzle. Remakes of the game address this by replacing the kanji with numerals.
Parasite Eve 2 is well-known for this. It has a lot of items and puzzles that can be easily missed.
A four-part riddle in Dryfield has one clue that has a very narrow window of availability that can only be examined before you trigger a boss fight in the next room. After that, it's Lost Forever. Another one of the clues can only be read if you do not turn on the lights in a cellar, for it is written in glow-in-the-dark ink.
A few factors can influence the score you get at the end of the game, unlocking some great bonus weapons and armor. The game doesn't tell you that these factors including saving items instead of using them, playing on higher difficulties, triggering certain events in the game.
An entirely optional and missable item in the very first area, the Akropolis Tower, allows you to enter an armory much later in the game.
Beating a certain boss in under three minutes (not easy to do, at least not on your first game) prevents an NPC's loyal pet dog from dying, which also affects the ending. Fail to save the dog, fail to get the best ending.
Failing to save another character in the game will also prevent you from getting the best ending.