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Escort Mission.

Move list mandatorily replaced with new (supposedly cool and awesome, but crappy) powers, then throw the player into the (final) boss. (God of War, DMC 3)

Permanently missable items. Final Fantasy games, Xenoblade, and most JRPGs have a crapton of them. (Paper Mario TTYD, Arc Rise Fantasia and Atelier games have a surprisingly low amount of them).

Not explaining how shit works. Even better if the game has an unskippable tutorial about how to walk.

Can't win without luck. (Battle against the Black Knight in Fire Emblem: Path of Radiance).