If it makes you feel better, you only really need one ring of Soul Preservation (don't remember how are they called, the ones that don't forfeit your souls when you die) and you are virtually inmune of losing souls. The ring might break everytime you die, but by repairing it for 1000 souls you're free to go again.

Plenty of times. If I think of something specific I'll post it.

The Elder Scrolls: Daggerfall.  One of the first PC games I ever owned.  I loved fantasy as a kid and I was super excited to play something that sophisticated looking on my new computer.  My sister asked what I was doing during the long (long) installation process and I was like, "you've got to see these graphics!  This is what a realistic game looks like!"  So she was watching as I started up the game for the first time ...

... and got pwned by the very first enemy, a Giant Rat.

My sister was a jerk and made fun of me relentlessly.  It was embarrassing and remains one of my most painful memories.

Not on the same level of badness but more recently, I was playing Fallout 4 and had invaded a Synth stronghold.  I'd killed everyone except the Synths behind a door I could not open.  I could see them through holes in the wall but I needed to get inside to finish the mission.  I ran all over the place, the floor below, the floor above, I threw explosives at the door, I hit it with melee weapons, and I raged and cursed.  Thinking this was some kind of crappy puzzle or bug, I went online to see if anyone else was having the same problem.  

It turned out that I simply had to go around the other side of the stairs.  In a room I'd cleaned of enemies but hadn't really searched was a wide open doorway that led into a hallway that entered the locked room from the other direction.  No puzzles, no bugs, nothing hidden whatsoever.  I just said, "... oh," and tried to pretend none of it had ever happened.

This is why I'd never be a professional gaming writer person.  I remember a long time ago when Jim Sterling was raging about a boss fight being stupid and how it would have been so much better if you could do so-and-so, then down in the comments everyone was like, "what are you talking about, you CAN do that."  That would suck.

Seriously? I don't think i've seen any ring like that yet. Do you acquire it early on in the game from a chest or do you have to buy it from a merchant? 

Man, if I had it in my inventory this whole time and didn't realize then I swap my answer in this thread for that one, lol. 

To be honest, you should have came across one already, but I just checked the wiki and apparently the developers removed the rings from the usual spots, swapping it to a different item in SOTFS. :(

I didn't feel like an idiot, but that mission was so frustrating and difficult... I was stuck at it for years. I tried it again and againt, failed, then took a long break, then tried again some more. Finally I got past it somehow. I'm not sure if I used cheats for that one but if I did, I don't think they helped at all because the cheats either gave invincibility or made it so the cops don't pay attention to you. Neither was a problem for that particular mission. Anyway, I think I passed it without cheats due to them not helping, but I'm not 100 % sure. I just hated that mission so much.

Talking about frustrating, the final battle in Gram Dawn was probably the most annoying and difficult boss battle I've ever fought in any game so far. Too little space to maneuver, damage literally everywhere, almost all enemy attacks are very powerful, the boss summons minions all the time faster than I can get rid of them... Too much! Well I managed to do it, but I died about 30 times in the process and I could do it only because the boss didn't regen health after I died. Apparently it was easy if you had exactly the right gear for it, but I didn't, because I didn't know I'd need it and I hadn't needed it before at any single point in the game. Even better, the game was (and still is) still in early access, and that battle was one of the many things that was patched literally the next day (the patch focusing on balance issues). >.< At least it was patched... Great game still, and getting better now that it's getting released soon!