"She's probably dead. Or worse, evil. Or worse, in this game."
Bigger Bad: In his Let's Play of Super Mario World (a homebrew game for the Mega Drive, not that one), the fact Bowser is swiftly disposed of only for Mario to fight a slew of other bosses leads Kiko to believe that Barnett the Elephant, the final boss of the game, has been the real mastermind in the Mushroom Kingdom all along. Bowser was just a lackey.
Big "WHAT?!": In The Legend Of Kyrandia 2: Hand of Fate, Kiko is sent on a fool's quest to pay various questionable people for a trip to the center of the earth. Then he discovers that he could simply have had Zanthia jump down an air vent. His reaction is this.
He gave Enemy Unknown another go, though, and other than the quick loss of SubZero, did MUCH better, actually winning the game. Granted, he didn't do a challenge that time around, but considering how unforgiving these games are, that's hardly something worthy of shame. If anything, it's proof he's still sane.
Iolo is actually the thief (not the Avatar) - This is because of a twist in the Ultima VII game engine which doesn't allow the Avatar to steal, but other members of the party can. This leads to a Running Gag.
In his X-COM playthroughs, he always names one of his squad members Barry, whose sole duty is to run ahead of the squad and find aliens via getting shot at. After he inevitably dies, another trooper gets named Barry, and the process continues.
In his playthrough of Star Trek: 25th Anniversary, the caption for his video of his first away mission reads "Who wants to take bets as to how many times I can get the redshirt killed on this mission alone?".