On the NES? More often than not

Okay, interesting. Guess I wasn't the only one that found it a bit too finicky to enjoy.

But nah, I'm good.

This is a fair point.  Souls is considered hard....  but within scope of modern games.  Within the NES catalogue Souls is middle of the pack.  

This is true actually I wasn't really thinking that far back but I've probably quit quite a few games due to difficulty. Not necessarily because they're too hard but because of lack of saving/checkpoints, I don't mind dying repeatedly, I just don't want to have to go back to the start of the game when I do.

Yeah I simply don't have the time for games that will ask me to repeat long sections of a game or lose a significant chunk of progress if I die, that's just wasting my finite time and energy.

Bloodborne. I wanted to play it and have tried many times but it just seems so tedious every time I try it.

As a kid I used to do that, Quit Mario Sunshine because I reached a point where I couldn't beat any of the levels that were needed to progress. Quit Metroid Prime after dying to Flaagra a zillion times. When I finally beat the boss I had very little health left, missed the save station that's after the boss room, at got promptly killed. I was not about to go back and do it all over again. It was many years later that I finally went back and beat both games and found neither as hard as they seemed when I was a kid.

Try it Coop with friends. I had a buddy who felt the same way and couldn't even begin to play it solo. we booted it up coop with their husband and I, and we roared through the game and they love it, now! 

That's the glory about these games, there are options to make it easier if you so desire. There are options to adjust the difficulty, and you can play with friends.

Only a few, generally I'll keep bashing my head into the wall until the wall breaks.
There are many I haven't 100%'ed due to the time/difficulty required, but I figure that's a different question.
The only ones that come to mind are:
Dark Souls: spent an hour or so in the early level and did not enjoy my time. Not sure if it counts as I mainly want to beat it due to the status associated rather than a love of the gameplay. I will probably pick it back up eventually, but given how big my backlog is I couldn't justify continuing to play when I wasn't enjoying the experience.
Legend of Zelda (NES): that final damn dungeon and Ganondorf. I died many times and ragequit. Despite promising to myself to come back once I'd cooled off, I've yet to boot that thing back up and give it another go.
Legend of Zelda - Oracle of Ages: Maybe I wasn't paying sufficient attention, but I got completely lost playing this and after a couple dungeons had no idea where to go. I was too stubborn to look for a walkthrough online so it sits uncompleted.

Super Ghouls 'n Ghosts

Only game I ever traded in. Was just way too hard as a kid. The jumping mechanic in that game just felt so bad. If it controlled more like Mario I probably would have kept at it, but it just feels like cheap deaths over and over again due to poor design. Never even really made it that far. Just the first level was really hard.