Dating Sims are notorious for this. Older games often required you to be at a certain location at a certain time to even get potential love interests to appear (For example, to unlock Anze in True Love Junai Monogatari, you need to do the "SHOPPING" activity at night between Aug. 1 and Aug. 5, 'and you must be in posession of an item that's only found in the "black market"-like shop) and once the time period passed, that person is Lost Forever. Newer games (like Heart De Roommate) use "dialog trees" to establish your path and connections. The problem is that the dialog often is often so absolutely generic, it offers no clue as to which love interest which answer will effect. (Often the effect is toward someone who isn't even in the scene). Often made worse when a good portion of the game's initial story doesn't branch at all, and everything seen up to a certain point leads to a false idea as to who is available to pursue. Ex: In Roommate, the first half of the entire game involves establishing your character's place at school and building up Tomoe's confidence. Without a walkthrough, one would easily come to the conclusion Tomoe is the "default" love interest and you're on her path. You're probably not (Azumi is the default).
In the case of True Love Junai Monogatari, you might also lose out very easily on Ryoko Shimazaki because, unlike the other girls, you need to unlock and follow a very precise chain of events and encounters (instead of rising one or two parameters), and the first two are really easy to miss... Additionally, one of the girls (Yumi-sensei) won't have her path unlocked unless you pursue another (Mayumi).
Roommate isn't the best example, largely because the only choice that really matters in the first half of the game is the one where you get bluntly asked "Which girl do you love?" Although you may not work out that choosing "Not sure" doesn't only give you a Non-Standard Game Over but also unlocks the 2 bonus scenarios.
Another example of a relatively common Dating SimGuide Dang It would be when you actually have to mistreat one of the heroines to get their ending. In some...dodgier games, this makes sense, but in, say, ONE ~To The Radiant Season~ you probably wouldn't think being a continual Jerk Ass to Mizuka would be how you get her good ending.
Yume Miru Kusuri, while being a pretty good utsuge, it's notorious because every choice counts, and not all of them look important or distinctive enough. If you don't have a guide handy, you're in for a long session of Trial-and-Error Gameplay. And given the nature of the Bad Ends...
The worst of these has to be a choice during a sex scene with Mizuki. "Give in" and the good ending is still open to you; "Hold out" and she later winds up dead.
Tsukihime: just try to get the second Shakes and Shivers Animal Land Bad End without someone telling you how. note It requires being in Ciel's route when Nrvnqsr attacks without getting the ring, which basically means Arcueid's route yet with more relationship points with Ciel at that point. To do so you need to meet Ciel all three times on the first day and not on the second to get three relationship points before killing Arcueid (max possible without getting the ring automatically), choosing "it's a dream" so the cap is of 4 points instead of 2, refuse to help Arcueid but not run and escape but turning back (not turning back gets a bad end, running earlier makes impossible to avoid it) so we have only two relationship points with her (we get three automatically at the begining of Near Side routes, agreeing to help increases relationship and getting out of the hotel at that point is the only way to decrease it until then), and then going outside the room to avoid the first S&SAL. Bonus points because the staff needed a flowchart to get it, as said in Kagetsu Tohya.
To be fair, your not really supposed to get it, as it is a Bad End, and actually really more of an Easter Egg than anything really needed to progress through the game.
Fate/stay night genuinely rewards you for seeing the BadEndings. Though most of them are fairly easy to figure out, one of them requires some hoop jumping to get Saber's Relationship Points low enough.
Getting the good ending in Unlimited Blade Works requires Saber to have 4 or more relationship points and Rin to have less than 8, making it the only Type-Moon ending that needs more than "reload and change the last choice" for the alternate ending.
One genuine example of Guide Dang It is in Heaven's Feel: at one point the player is asked by Rin wether to remove the Shroud of Martin covering Archer's arm for Shirou to use Projection Magic. Beforehand you are told/shown that removing it would practically cook Shirou's brain. Answering "no" leads to Rin congratulating you on your wise choice to not remove it so easily. Answering "yes" has Rin say that you shouldn't be so keen to sacrifice yourself. They decide not to remove it either way, no matter what you choose. Later in the route the player is given a choice of "Kill Sakura" and "...I can't do that.", unless that is, you answered "no" to Rin's question. Then the choice point is skipped altogether and Shirou automaticly tries to stab Sakura, but is killed by Rider. Hmmm...
Another fairly bad one is near the end of Heaven's Feel where Rider is having a difficult battle against Alter Saber and you are given the option to assist her with your projections. Doing so will block you out of the best ending as you won't have enough projections to reach it by the end. The reason this one stands out is that Shirou has a very specific plan for that fight that if you follow will work perfectly and lead you to the good ending...but he doesn't tell you the player what it is until after you've already successfully completed the plan. Since you are playing AS Shirou, it's like he's hidden his own plan from himself.
CLANNAD: Obtaining Misae's Light Orb. This is because you actually obtain her light orb in Tomoyo's route if and only if you play Tomoyo's route right after clearing Misae's.
In order to get Kyou's good end, there are a number of choices you have to make correctly, not all of which are obvious, and some of which are downright unintuitive; for example, you have to kiss her sister. Whether or not you have made these choices correctly, you then have to sit through many pages of non-interactive reading before you find out whether you get the good end or the bad end.
The Flower Shop, released by Tycoon Games in early 2010, is a stat-driven dating/farming simulation. It's easy to see the characters' events. However, the game does not state the requirements for a good ending. If the player gets the default somewhat sad ending, there is a generic message encouraging the player to try harder. (Thankfully, Tycoon Games' website provides an FAQ.)
Ever17: Good luck not hitting any of the 3 bad endings. Example: In Tsugumi's route, there are not many more affection points available than are required, and a few of the choices are counterintuitive or unclear in how they relate to Tsugumi, resulting in many (perhaps most) people getting the bad ending the first time.
Remember11 is also loaded with seemingly innocent choices that lead to one of the game's 30 bad endings, but it's more justified in this case. You also need to see most of them to completely understand the story.
One of the most common complaints about Nine Hours, Nine Persons, Nine Doors is that you blindly stumble through the game, without knowing what choices are correct or incorrect. Thing is, most of the good and bad choices make sense AFTER you've beaten the game, not WHEN you're beating it.
The route you decide to take in Divi-Dead mostly hinges on where you decide to go next rather than what you chose to say to people, so in a first play through you'll end up accidently deciding which route you're going down even if you have no idea what that means. The choices are so few between and seemingly random that it's incredibly difficult not to end up with the "bad" ending where nothing is explained to you. It doesn't help that the few guides on the internet are actually incorrect so just working out what you need to do from the guides alone is a puzzle.
D Nd Poisoned, a Death Note fangame, is known for being pretty frustrating. Not only what you say affects the resulting ending, but also Mello's thoughts, even going to a specific place, at an specific time and the previous place you visited before going to that place affects directly the ending, and probably you got the "Unreachable" ending the first time you played it. Thankfully, the creator made a guide to get all the endings.
For Frozen Essence, the path that gives players the most trouble is Aurelius's because while it's relatively easy to unlock his path, one of the requirements to getting his good ending is having a high enough relationship with Aysel, which means that unlike for all other paths where the ending is determined solely by the choices you make when you get on that path, it's fully possible to unknowingly lock yourself into Aurelius's bad ending even before you open his path by simply not being nice enough to Aysel at the very beginning of the game, and the most obvious "be nice to Aysel" option (letting her spend time with Aurelius) renders you unable to open Aurelius's path. And even if you get Aysel's affection for you as high as possible in the first half of the game, you still have to say the right things to her on Aurelius's path and the choices involving her are misleadingly vague at times (who'd have thought that asking Aysel about Rune would make her like you more, but that apologizing to her wouldn't?). And even if you do everything right with Aysel, you can still wind up with a Bad End anyway by not reminding Aurelius about Cascade's letter even though it doesn't seem to make a real difference at first!
In Fantasia: Requiem of the Abyss, getting a good ending with Cain is obtusely hard and hinges largely on you buying the right item during the shopping section. The book about demons seems like the most logical choice for Cain's path, considering that Cain is a demon and has confided to you earlier that he wanted to know more about the life cycle of his kind to avoid becoming a mindless Hellbeast, but in fact locks you into getting a bad ending for him no matter what you do after that point. The Curse Removal book isn't much better, either. So what's the item you should buy if you want to get a semi-decent ending for Cain? A painting kit. Yes, that's right, a painting kit. It makes better sense when you see what happens after your purchase, but there's no indication before this that Cain would like painting or that a painting kit would be more useful than a book about demons or curses in the long run, and the one hint you do get about this occurs long after you've made your purchase.
And that's just for Cain's second-best ending. To get his true ending, you have to know something that you're highly unlikely to figure out without a walkthrough: namely, that buying the Curse Removal book after - and only after - you get Cain's second-best ending causes the merchant to give you a free painting kit and crucial tip about helping Cain. Of course, if you tried buying the Curse Removal book before you got Cain's second-best ending and saw that it led to a normal ending at best, you almost certainly won't have any idea that doing the same thing after seeing a specific ending leads to an entirely different result.
In Katawa Shoujo, most of the endings are pretty easy to get - if you get it wrong the first time it's generally not that hard to figure out where you went wrong. Even Rin's route, which is much more fiddly and experimental regarding choices than the others, isn't too hard. However, if you want 100% Completion you're going to need to see every scene in the library. Again, not too hard, except for one specific scene in Act 1 which very few people are likely to get by chance. It's called 'Slow Recovery' and requires you to get as close to Misha and Shizune as you can while still going at it hard in Emi's training. Given that choosing to run faster during practice with Emi is well-known to be the one thing necessary to do to get her ending, it's quite unlikely that someone going for Shizune would choose to do it, and vice versa.
Even then, pursuing Rin's route in the first place can be a case of Guide Dang It. You may have noticed that there seem to be three pairs of girls; Shizune and Misha, Hanako and Lilly, and Emi and Rin. A lot of the unlocks for Lilly and Hanako are the same, and Misha is Shizune's bad ending, so you would assume that Rin and Emi's paths would cross over in Act 1, right? Nope. Turns out you have to give Lilly the cold shoulder as much as possible, until she and Shizune begin to argue. Then you have to be honest with her about your heart condition when with her and Rin, which is unintuitive as Rin already knows. And as stated above, Rin's route is hardly the easiest ...
It's arguably simpler to simply choose to read your book during lunch, at which point it doesn't matter who you support in the argument. Then again, that is hardly obvious at the beginning (especially since it's before you even meet Rin), and it should be pointed out that none of the choices critical to unlocking Rin's route are made in Rin's presence (except for the question about the heart condition, which is only necessary to avoid the bad ending), nor are they obviously related to anything Rin is interested in or any qualities Rin respects.
For Yo-Jin-Bo, it's fairly obvious which choices get you on which paths. What probably won't be nearly as obvious at first is that the two choices you make before getting into the main part of the game, in spite of appearing to be unimportant But Thou Must decisions, actually affect whether or not you're able to progress down specific characters' paths. Did you take the pendant instead of trying to leave it alone (and then being forced to do so anyway)? Better not go after Yo or Monmon, or you'll get a very sudden Game Over for absolutely no reason that could be remotely connected to that fateful first decision!
At one point in Phoenix Wright: Ace Attorney, you must press a certain statement without pressing anything else. If you press any other statement first, the press dialogue for that statement changes, and the game becomes wedged; the only recourse is to reset the game and start the segment over (it is mercifully the first testimony of the chapter). The game has, up until then, encouraged and sometimes required the player to press aggressively; this is the first time in the game, and indeed the only time in all five games, that pressing is punished thus. Yes, later games do make you lose for pressing the wrong statement, but always with a quick guilty verdict, and always with ample forewarning.
Occasionally, after pressing a witness, the judge will ask if the line of questioning is relevant to the case. The correct response to this is usually yes...However, in case 2-4, there's one situation during Shelley de Killer's interrogation in which you have to press the witness, and the judge will ask you if the line of questioning is relevant twice. The first time, you have to say it is not important to the case, but afterwards, the witness makes a rather revealing slip, at which juncture the judge will ask again for relevance and you finally say it is indeed important. It's possible to figure this out or stumble across it, but it's terribly counter-intuitive because it's the only time it happens in the first two games.
Miles seems to suffer from this a little in Ace Attorney Investigations, Case 3. There is one testimony in this case that has a glaring flaw in it, but you just won't see it because for the last 30 minutes or so you were busy with a completely different subject of the case, which gets carried over in the testimony in question. So you're probably spending ages trying to prove something completely different than the thing you actually have to prove.
An OELVN called "The Loop". The titular "Groundhog Day" Loop and dreamlike scenarios make ludicrous puzzles part of the plot and they do make a twisted kind of sense... after you solve them. On the hardest difficulty level, you're required to die once in a highly specific and non-intuitive way. It's a really nice story with lots of creepy moments and ideas, but good luck figuring out anything on your own.
The spiritual successor, "The Madness", is even more difficult. Good luck solving the puzzles without the help of the hint guide, or peeking through the source code (at the risk of potentially spoiling yourself).
In DRAM Atical Murder, the final choice on Clear's path has tripped up many a player. Basically, you're given two choices that both essentially say the same thing ("It's fine to rest."/"It's better to stop now."). Picking the first choice leads to Clear's bad ending. Picking the second choice... leads to the same bad ending. To add to the stress, the glass eyes encasing these choices will begin to crack and fall apart if you take too long to click on one of them. The trick here is to not make any choice at all and let the eyes shatter completely. Since this is the only choice in the entire game that has a time limit like this and since things shattering tends to have a negative association, this can throw off players who aren't aware of this trick.
In Matches And Matrimony, the Golden Ending with Mr. Darcy is the toughest one to get. Even if you have foreknowledge of Pride and Prejudice which causes many seemingly counterintuitive choices on his path to make perfect sense (e.g. refusing to dance with Darcy even when he's clearly willing to do so), you still have to follow a extremely specific route of choices and stat-raising to avoid running into one of the many dead ends littering his path — and unlike for all other paths in which you can get away with missing one or two chances to raise your love interest's affection, you cannot afford to screw up at any point with Darcy or any of the other multiple characters you'll need to be in the good (or even bad) graces of to further his plot. Did you miss getting any one of Darcy's affection points? Have too little Kindness when talking to Lady Lucas? Have too much Propriety when talking to Lady Catherine? Pick the wrong dialogue option when talking to Charlotte in the very first choice of the game, before you've even talked to Darcy? Have fun getting an unavoidable Bad End much later on in the game!
Colonel Brandon is a fairly easy and obvious character to get. What probably won't be nearly as obvious is that there are actually two separate paths to get his ending and that the longer and much more satisfying path requires you to pursue a completely different suitor for most of the game while still keeping Brandon's affection level high enough. Since the game typically punishes you for courting more than one man in all other paths and Brandon's shorter (and more boring) path adheres to the usual "focus on just one guy" adage, chances are that you'll miss out on the best parts of Brandon's story the first time around even if you're familiar with Marianne's subplot from Sense and Sensibility.
In Adrift, it's ridiculously easy to get a bad ending for even relatively "easy" characters like Hinami and Erika, but Minako's path takes the cake — you need to make a completely unintuitive action at the very beginning before you've even talked to her to be able to get any ending other than her sad one.
Most of the Little Busters! routes are pretty straightforward, and even two of the bonus CGs (which involve playing routes over again after the game is finished) are intuitive enough, but if you want to see the Sasami miniroute and CG you'll pretty much need to pick up a guide. The choices towards it are utterly arbitrary, involving a strange and very specific combination of being nice in some scenes and then dismissive in others, very few of which have anything at all to do with Sasami. Not only that, but the CG involves Kud as well so it's sorted with her CGs, meaning that if you didn't know the miniroute existed (likely, as it's never hinted in the game) you'd probably see the gap and just assume it was a Kud bonus CG gettable by playing her route in the right way.