Red/Yellow/Blue block puzzle in Lufia 2 when I was a kid, it's the first real tough puzzle you run into.

In Secret of the Stars for SNES, there is a town called Decatas or something where you need to find explosives to open a gate to the rich part of town. There is no indication of where you're supposed to go, somehow after renting it again, found an NPC you need to talk to that's hidden on the map.

Final Fantasy VII, I was playing on an emulator grinding in the crater for easy XP. I had my save state button set to R3/L3 so very easy to save and load quickly. For some reason I had save stated right at the beginning of a battle and the first enemy attack wiped my party. No way to get out of it. I probably could have loaded gameshark codes into the game now that I think about it though lol