This thread made me sign up after almost 10 years lurking on this site :P
It's obvious that a lot of you are too young to know what a hard game is.
Well first, welcome! We were all lurkers at some point (though for 10 years, yeah, that's a whole other level), so it's nice to see someone making the transition and hopefully becoming an active user too.
As for knowing what a hard game is... I think we all do. It's a game that gives us trouble. I had a damn hard time in Metroid and Zelda 2, therefore, they are hard games, to me at least. Of course I know there's way, way harder games out there, but that's exactly the point of this thread - to see how far each person managed to push themselves through challenging games.
Then again, I disagree with your point about saving. I definitely like it when games restrict your saving a bit so you can't do whatever you please, but in games like *both the ones I mentioned above* it just made the game needlessly frustrating and just... not fun, at all (which is why I never want to replay the original Metroid ever, and probably won't ever beat Zelda 2).
...and I also don't know what's the deal with the NES Mega Man games. To be honest, I'm not much of a Mega Man fan, having only played 2 and X, but people always make this fuss about how hard the original ones were, yet I found X to be considerably harder than 2.
Thank you thank you for the welcome.
Now I'm not trying to troll, so I'll do my best trying to explain why my viewpoint is not the same as yours (with the risk it ending all sounding like a troll post).
Also sorry if this derails the thread :P
I really can't see what it is in Meteoid that makes it frustrating? You die you get thrown back to the lift of the area (norfair, brinstar etc) you last enterd trough. If you get lost you'll either start memorizing the areas of the game or you whip out the old pen and paper and make a block-diagram map to know what areas you have explored and just backtrack till the first unopened gate and continue from there. There never is a real consequence of dying other than some lost time. I'll admit that Adventures of Link is harder but it's never punishing.
You want to know what's punishing?
Running out of countinues on frikking level 9 in Snake Rattle 'n Roll for the 27th time!
The thing with me (and many others I've talked to both IRL and online thate started playing games during the 80-ies) is that what many younger gamers (sweeping generalization I know) consider frustrating is what is fun and challenging. Repeating early levels and memorizing endless patterns in a almost autistic apathy is what makes the game fun. And when you finally beat a game you get a immense sense of accomplishment even if you most often only get 2 lines of text and credits as a reward. But you love it, because you didn't give up, you followed trough. This also have the side effect that you stop tolerating crap gameplay. Crappy gameplay/wonkey controls is unforgivable (and no, Castlevanias controls aren't bad, they are just unforgiving do it right and you beat the game). And you get none of this with the save-scumming trend of today, you never have to master more than a few couple of minutes of game play at a time in most games.
Regarding your comment on the original Megaman (NES), I don't either see why they are considered hard. Megaman 1 is the hardest of 1-6 simply because it is the only with no password/save system whitch means you have to beat it in one go. But I love all of the NES Megamans, they have solid gameplay and really precise controlls. They just aren't that hard. As I said earlier 9 and 10 are much harder/unforgiving games even if they have a savesystem (unlike Megaman 1), but oh man do I love them no matter how much frustration they caused me at times.