I don't let it bother me. I get more satisfaction if I can finish a game without it but frankly most RPGs have an absurd amount of stuff that you "can" do that you won't be able to do until you look at a walkthru or an online forum/hint system.
Several Final fantasy games have been cited here but this practice of obscure never mentioned anywhere quest/quest items is the norm rather than the exception. Clive's quest in Suikoden 2 is an example.
For "completionists" walk-throughs are necessary.









