Depends. Main Story boss? Keep trying if the rest of the game was fine. Optional Boss? Give up pretty easy.
For example Malenia, I thought she was a main story boss, so I rammed my axes into her for an hour before I gave up and used Mimic Tear.
Another example the optional superbosses in Atlus games. I don't feel like getting a game over, over and over to figure out the strategy. So I give up after a try or 2. Often they either have a specific strategy or a megaton of grinding to figure out.
Some skills I just don't have. For example Rayman Legends, I gave up after a few levels.







