The Nancy and Elwyn sidequest. It's a very long sidequest that stretches throughout the entire Past section of the game and missing a single one of these moments can break the chain. And some of the things that need to be done to advance seem contradictory to what one is trying to achieve. Worst of all, two moments of the sidequest take place in minuscule time-frames and are easy to miss. Not only does Nancy need to be found and talked to in Hamel before it gets raided, but a scene occurs between finishing Demitel's island and leaving for the next location and, at one point, one must tell Elwyn's father where his son has run off to and have him chase after them.
The Blue Dragon sidequest. It requires extensive backtracking and gives absolutely no clues on how to complete it. The only help comes from a vague clue obtained by doing a completely different sidequest, which the player may not have completed or even known about.
Finding all the Lenses in the world, which requires a ton of searching and backtracking. And the game doesn't offer any help in pointing out how many there even are! So, unless one has a guide handy, it can easily lead to wasted time.
Finding all the Berselium to craft the penultimate weapons with. A total of 18 pieces need to be found in the game, scattered across all the timelines one has to travel to. And miss a single one and it's gone.
Opening the Aqua Dungeon is incredibly tedious and even counterintuitive at times. At one point, the player needs to run across the ocean until one finds a Pac-Man statue. There is absolutely no hint that this needs to be done.
The sidequest of opening every treasure chest in the game, leading to Sheena's Treasure Hunter title. Several of the locations in the game become inaccessable (like majority of the Human Ranches, the temples of Sylvarant's seals and two one-time runs in the Tower of Salvation) and render those treasure chests lost. While the game does try to mitigate the annoyance of this sidequest by having the Katz offer a service of heading to any location and finding any missed chests, they tend to be unreliable and it is very easy to be stuck on 99.6% treasure chest completion. Grab a guide, check it off.
Colette's Dog Lover title, which involves naming every nameable dog in the game. There aren't that many, but one dog is locked behind another, expensive sidequest and some of them can be lost because of locations becoming inaccessible. Not to mention that some are easy to miss or forget about later because Colette is mute for a portion of the game.
In a similar sense, Zelos' Gigolo title, which requires Zelos to talk to every female NPC in the game. Some female NPCs disappear during the course of the game or don't appear until a certain point in the game. The only upside to this sidequest is a little glitch that allows the title to be obtained late in the game, even if one hasn't done the requirements.
Niflheim. A fifteen-level-long dungeon (twenty, in the PS3 version) that separate each floor into having a certain requirement to proceed and are all randomly-generated. One also has Soulfire to watch out for, which is the characters' life in the dungeon, and diminishes during the entire treck. And it needs to be multiplied to a certain degree to advance to the next tier of the dungeon after every five levels. If the Soulfire runs out, it's Game Over. And the only way to get out is to complete the dungeon or to get lucky and have it offered as an option.
The Contamination Effect sidequest. Separated into four scenes, although the first scene is unimportant and can be skipped. Which is good, as that part has a tiny time-frame between sleeping in a city and then leaving for the next location within minutes. The other three are the only important ones and must be viewed in order. The main gripe with this sidequest is that the location of the scenes and times to view them are difficult to figure out.
The Ant Lion Man sidequest. A multiple part sidequest that requires one to hand certain, albeit rather random items to the titular character... who throws them into a sandy sinkhole. The timeframes are small for each part and missing one causes the entire chain to break. Some of the items required to complete are pretty precious (like a Miracle Gel) or really expensive (like the Striped Ribbon) to just hand over. Upside, if the quest is completed, all of the handed over items are returned and Anise obtains an amazing accessory that recovers 8% of her maximum HP and TP every few seconds in battle.
The Cecille and Frings sidequest. It starts at a rather random point and nothing mentions it even existing. The first chunk of the sidequest involves going from Point A to B and back and forth to view cutscene after cutscene after cutscene, making it incredibly boring to go through. The rest of its parts are at almost random points and some must be viewed by sidetracking at a point when the game all but tells the player to keep following the plot.
The Yulia City Supplies sidequest. Three parts that all revolve around one NPC in the aforementioned city requiring certain items. The first part is easy to start and complete, since the items required can be bought in the city to begin with. But the second part requires Rice, something that was only sold in one city hours ago and has likely been used for cooking already. And this part has a teeny, tiny time-frame to complete it. And if that wasn't enough, the third part requires five Maces. Which were sold in an early-game city hours and hours ago. While the plot does require the player to head to that city around this point, advancing just a step too far causes the weapon dealer to stop selling Maces at that point.
Brionac (Judy's best spear). It's a notoriously fickle sidequest that revolves around having to do specific events at specific moments in the game, or else it's lost forever. These moments are all not conveyed to the player as well.
Also the waiter minigame. It's quite ridiculous when they order about 50 dishes and cancel another 100 when you're doing it as Raven.
Some of the Secret Missions can be this as the only way to find out about them is by reading the instruction booklet and most of them require you to fight the bosses in an unorthodox fashion that can even put you at a disadvantage. Secret Mission 17 however deserves special mention since it is reliant on luck, intensive knowledge of the combat system, and paying attention to boss animations.
Doing the quest to obtain Yuri's Dark Enforcer title has a small window to complete, similar to Brionac's parts above, and is just as vague on how to get started.
The entire dog map quest. The game never tells the player that they need to mark every location listed in the 'fields' category of the world map, not just filling it with the blue blur. It can easily be completed by checking the fields list and doing them in order, but even most guides don't mention this.
Finding all 100 cats. They are found all over the two worlds, which includes their cities, the dungeons and the regular fields. There isn't much help in finding them, except for a faint meowing sound that is easy to miss over the music or other soundeffects. And once at least one cat is found in a location, it's now listed in the Kitty Dispatch and gives a little help in revealing how many cats can be found there. Downside, some of them are found by using Kitty Dispatch in that area... and nothing tells you whether that one cat you are missing is a Dispatch or Find It kitty.
Paying off the debt. Outside of the plot-mandated times it needs to be paid off to advance, otherwise paying it off often leaves the player strapped for cash for majority of the game. And getting the 20 Million Gald together to fully pay it off is difficult enough. One cannot even easily pay it off on New Game Plus, because carrying over Gald is not an option. While some of the stuff gotten for paying off certain milestones can be good (ranging from Friendship Potions to costumes to Arte Books), the reward for actually paying off the entire debt is not all that great, either.
The various Character Chapters the player can do with the other party members. While they are overall easy to find, because of the large ! sign above the party member, some of them can be incredibly difficult to complete because of the boss battles in them. Particularly Gaius' 2nd Chapter, where the player is pitted against all four Chimeraid members, something that never happened outside of the arena in the previous game.
Lailah's Malevolent Crucible is proof that Tales games should never force players to control a magic user. A Malevolent Crucible is a mini-dungeon that only one party member can enter (except for one that lets Sorey and one Seraph enter), where you must fight several waves of enemies. Lailah's attacks all have a significant delay between pressing the attack button and the enemies getting hit, so even if you are over-leveled for this Crucible, you are bound to have a hard time as the many enemies are almost guaranteed to interrupt the majority your attacks.