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Tales of Symphonia was quite sneaky with this. Throughout the game, the player is given choices between two lines for the main character, Lloyd, to say in dialogue during cutscenes. Most assumed that the choices were just for fun and to enjoy the amusing reactions. But what the game does not even hint at, EVEN ONCE, is that every choice you make in dialogue raises or lowers your Relationship Values with the other eight party members, affecting the ending of the game. Without knowing this, nearly everyone would get Lloyd's ending with his default love interest, Colette. When really, if you made the right choices, you could have Lloyd end up any of the characters. (Even the guys. Yaoi fans are people too.)
Not to mention that if you like a specific character, say, Zelos Wilder, but you don't pay attention to the relevant relationship value... he'll die. Yup. You just killed Zelos of neglect. I always found it a lose-lose situation anyways. If you wanted Kratos to join your party later, Zelos would have to die, and many times, you'd have to manipulate it to be so. Buuuut, if you wanted Zelos, there would be no Kratos.
The game does have a certain place where one can determine the current relationship values of all the characters. With some experimentation, it is probably possible to figure out for yourself how the changes happen- and since New Game+ is required for 100% Completion of the game, after several playthroughs you will probably be able to figure out how to get the character you want to like you. Certain areas in the game will also let you know who is in the lead. For example, one stage where Lloyd has to go through a hole in a dungeon will separate that sequence with a short scene with whoever likes him most whenever you do it.
Also, the whole process is made slightly less annoying by the fact that you only have to get the character you like the most in the top 3 people who like you. Then a certain scene will hit and you can pick which one of the three you want. Or Kratos, if you choose none of them. That particular choice being the easiest way to kill off Zelos and end the game with dear old dad.
Your disposition with Zelos actually doesn't have any bearing on the story, so that's not what makes it a Guide Dang It. Zelos only betrays you and dies if you choose Kratos at Flanoir The fact that a player on their first playthrough couldn't possibly know it affects the story like that is what makes it one, especially since it happens even if Zelos is maxed out on disposition and you choose Kratos. However, his death is still such an unlikely outcome on a first playthrough just because only one character's scene triggers it.
The Hi-Ougis. These super-attacks have no hint that you are even able to use them, let alone how to.
Especially Lloyd's (at least in the GCN version). Colette's especially and to some extent Genis' are relatively easy to stumble on accidentally. Lloyd's is such a Guide Dang It there's no way you'll be seeing it unless you know exactly which hoops to jump through to get it.
That entire GAME is a living Guide Dang It. Have fun getting stuck when the solution to your puzzle is at the other end of the world and not the slightest bit intuitive. Furthermore, both the first game and the sequel are packed with sidequests that are Lost Forever past certain events.
Plus, in the first game, most of the side quests only unlocked when the player unlocks the final door to the final boss, but does not take that path. There is also no indication at all that random minigames on the other side of the world have been unlocked.
To put the final boss unlock in perspective, Symphonia's Bonus Level Of Hell can only be unlocked by getting a stone that you can only get by doing a puzzle in the room immediately before the final boss, and you're supposed to leave the whole place to go find a book in a library halfway across the world. Well, one of them.
Sheena gets a title in the first game from opening every single chest in one game (including the ones before she even joins your party). Some of the chests end up Lost Forever. And you cannot miss a single one if you want that title. There are NPCs around the world that are supposed to know if you've gotten all the chests in specific areas, but they're really bad at math and often wrong. So if you get to the end and find out you've got 98% of the chests or something like that, you might as well just give up on getting the title until your next game, because you'll have no idea where in the world those missed chests might be and if you can even access them at that point.
Zelos's "Gigolo" title, obtained from his butler after speaking to every female NPC with him as your map character and his personal EX skill active, is just as bad. This is egregious in that there is at least one instance where you have to go behind the desk at an inn so that the "flirting" dialogue triggers instead of the normal innkeeper dialogue. Ditto the receptionist at the Arena.
There is a second way to get this title, but what it lacks in difficulty it makes up for in glitchy arbitrariness. After going through the moment when everyone learns the True Meaning of Christmas, if you turn around and head to Zelos's mansion, the butler completely ignores the requirements and hands you the title anyway. Oh, and if you go onto the next part of the dungeon without doing this, it's Lost Forever. You have to leave immediately after getting the last key item. No sooner, no later.
Starting just before you go to the tower of Salvation, you open a side quest to help rebuild Luin after it was destroyed. The sidequest itself isn't so bad, but if you give the questgiver too much money on a given step, the extra money just disappears. You have to donate a total of 455,500 Gald total, but four of the steps only require 5,000. The worst part is that the game gives no indication of how much is needed for each step, meaning the only ways to make sure you don't waste any money is to either use a guide, or donate in 1,000 Gald increments, leaving and reentering the town each timenote though even that will waste 500 gald, as the third step, for no apparent reason, requires 21,500 Gald.. There are 15 steps, and, for no apparent in-universe reasonnote The obvious out-of-universe reason is that towards the end of the chain, the weapon shop starts selling the Infinity Minus TwoJoke Weapons, only the first 7 can be completed before you go to Tethe'alla.
In order to get "I Hate Gels!", one of the best titles for Genis, you have to reach the battle with Pronyma in the Fooji Mountains without using ANY Gels - something no one would think to do unless they were either on a serious Self-Imposed Challenge or looked it up in a guide, given that Gels are pretty much the ONLY healing items (and the only way to restore MP apart from resting at an inn and the totally useless "Charge" ability) in the entire game.
Tales of Destiny has a Guide Dang It moment built in by the games translators. Late in the game, in Helraois, the game asks for a password. There's hints to the 4 letters in the password given in the dungeon, unfortunately, two of the letters, both consonants, are one off their actual value. Have fun figuring out which ones are incorrect and what 2 of the other 14 letters you need without resorting to a guide. Incidentally, the password is FATE.
The Bonus Dungeon is based on The Tower of Druaga, and getting the treasures there is much the same problem as in that game. A few random villagers give clues, but they don't help that much. In order to even access this tower, you must hold onto a worthless item and, actually, waste a Rune Bottle on it. Most definitely the hardest of the three staffs to find.
In the sequel, the tradition of having trouble opening the Bonus Level Of Hell continues, requiring you to find twelve stones on the overworld and go to a specific town you would normally have no reason to go to (as it's a bonus town), and find a hidden door in the basement of a building. The Katz town can also be this, seeing as you can't reach it until just before reaching the final area. On a larger scale, because of the Time Travel required in the game, several sidequests can easily be Lost Forever.
Judas's Infernal Suffering hi-ougi and Harold's full CrazyComet spell are also this, as they both require a certain number of playthroughs to unlock in the grade shop. Good luck knowing about this without a strategy guide going over it. Made worse as this is by far Judas's most popular Limit Break (as it unlocks an Easter Egg).
Tales of Vesperia manages to be even worse than its predecessors in that there are simply so many possible events at every single part of a game that can easily last over 100 hours if going for side quests. Worse yet, many of these completely optional, easily missable events give titles or items, and all titles and items are necessary for 100% Completion. By the time you get the Airship, there will be events in parts of the world that have absolutely nothing to do with the story. And many events can only be seen after seeing one event and then going and sleeping at an inn/completing a game event, and going back.
The random missable events and such that make it so easy to miss 100% Completion are one thing, but really all they do is make you miss 100% completion—they don't have much of an effect on the actual game. On the other hand, the Fell Arms quest for the Infinity Plus One Swords (which is the main "traditional" side quest in the game) is just...absurd. If you know exactly what to do, it is painfully easy; many of the Fell Arms take only a few minutes to find, and even the more difficult ones aren't that bad. If you don't, you'll probably need to go pretty much everywhere before you'll actually find them all, and you might not even find them all then. (Granted, this isn't THAT bad, but a guide makes it so much easier that it's pretty ridiculous.) And of course, the game doesn't tell you that the last boss is powered up dramatically by you having all of them, and that the Fell Arms are worthless until you actually beat the game and make a clear save, thus giving you no help in beating the ultra powerful final boss.
Also there is the bonus endgame dungeon. If you don't see one event by going back to Phaeroh's Crag at a specific point in the game, you can't access it.
While some of the Secret Missions can be beaten purely by accident, some are easy to beat (Oh I can target something else...maybe I should hit it!) while others are practically Guide Dang It. There is also That one boss named Yeager who, when you fight him, reveals something that suggests a secret mission. Now how will you do this? You have to make him stagger and then hit him with Raven's Rain or Rainsong. You not only have to have a specific party member in your fighting team at the time, but you also have to do something that is VERY hard to do thanks to Yeager not being knocked back easily and then at just the right moment, hit him with that party member's art. Furthermore, after you stagger him, you must stop hitting him immediately, wait for him to run away, get exhausted and THEN use Rain.
Also, let's not forget The secret mission with Estelle, where you have to activate an event where she gives you an item called "Mother's Memento", and then use it during a specific battle. Easily, it's Lost Forever if you don't get it within the right window.
Even worse in that during that specific window, there's another scene activated by the exact same requirements that comes first. So you have to do it twice to get the item, something there's a pretty good chance a person wouldn't do just for the heck of it.
Alexei's secret mission is pretty unintuitive to continue the examples. During battle, he uses a powerful mystic arte called "Brilliant Cataclysm", which can VERY easily decimate the party. Unlike most other bosses you have faced, he will use this mystic arte not once but up to six times. If you want the secret mission...you have to let him use it around three times and then hit him when he's exhausted, which is random and may take more than 3 times (Which is similar to another boss you fought, but he only had to use it once). Why on earth would you think to let him use an attack that can kill the entire party unless you knew that you would get a secret mission that way?
Tales of Phantasia wasn't immune to this, either. A quick list of all the possible ways to screw up the Elwin and Nancy sidequest:
Once you've completed the first portion of the quest in Euclid, Nancy will head off to Venezia to follow Elwin, stopping in Hamel on the way. If you don't see and talk to her at the Hamel inn before making the pact with Sylph, she'll die along with everyone else when Hamel gets destroyed, and the quest will fail.
If you've completed the third part of the sidequest on your initial trip to Venezia, the next part will trigger once you defeat Demitel...and promptly be Lost Forever as soon as you set sail for Alvanista, your very next destination. During these events with the short window of opportunity, the couple will argue with Elwin's father, and Klarth will suggest that they elope.
After going to Alvanista and finding that they have taken Klarth's advice and gone to Alvanista, on your next trip to Venezia, you must go back to Elwin's father and tell him where they've run off to, which seems completely counterintuitive to your goal of trying to help them be happy. (Don't worry; this can be done any time before you leave for the present.) From here, it's pretty straightforward.
Tales of Rebirth combines this with Scrappy Mechanic. At several points, you have to actually type what you are going to say rather than choosing it through choices. There are many synonyms to the "correct" words that won't work because, you know, they aren't the exact same words. There's a reason the most frustrating ones were dropped from the PSP rerelease.
Tales of Legendia has quite a lot of this, due to its ridiculously long dungeons, irrelevant towns, and tendency to avoid hinting anything whatsoever. For example, Norma at the beginning is overshadowed by Will who can learn everything she does but with healing. She is the only character who can heal multiple people at the same time. This applies doubly for Shirley, who begins as so weak and underpowered compared to the rest of your team at the end-game, but she learns the most powerful move in game.
You can completely miss type effectiveness in this game. The characters will say something, but it will never tell you outright. Many times it is the weapon that is ineffective, but there's no better one available. Sometimes it's the move, as some characters Jay will have moves with an element even if their weapon is of a different element or has no element whatsoever.
Tales of the Abyss features many miniquests that have a very small window of opportunity to complete, otherwise they're gone until you do a replay game. And you're not given much in the way of hints or indication that backtracking to an earlier area, often on the other side of the world, opens some of these quests, such as upgrading the Albiore II, secret techniques for your party members, and Mieu's Ring Ability.
Din's Shop demands use of an FAQ in order to get the items and equipment that you cannot get anywhere else.
Tales of Graces has this. However, if you want to get Sophie's level three Blast Caliber? You need to synthesize a lot of items and hand them to a girl. While it makes sense that you can do this; a lot of these items happen to be made with stuff the game practically calls Vendor Trash.
If you're looking to trigger all the skits, you'll have to do absurd things like wear a certain item in a certain place at a certain time, double back and forth through a particular dungeon for no adequate reason, walk in the complete opposite direction of the plot, skip to the inns in certain locations before triggering any other scenes, or do downright idiotic things like walk into an inn to rest while you're being chased by guards.