My two:
Very cliché, I played Ocarina of Time a ton as a child, have memories of playing it both on N64 as a wee child and on game cube as a less small child. Never got past water temple even with the game guide.
Yu-Gi-Oh forbidden memories. Played the crap out of that game on play station, constantly playing on free play praying for the cards I would need to get further. I was never able to beat more than 1-2 of the high mages. Watching speed runs on the game it turns out I was never ever going to beat that game as a kid. The final 6 are just disgustingly brutal.
The Water Temple was a nightmare of a level. Easily the hardest point in the game. If you stick with it, the everything that comes after it seems relatively straightforward!
That being said, having finished the game multiple times many years ago, I played through Breath of the Wild then went back to Ocarina of Time, and it felt very dated. Lots of nostalgia, but the control system is that of a very primitive game by today’s standard for open worlds.
As for your question though, The Lost Levels in the Super Mario Allstars game. I’ve never gone back to it after all these years, might be worth trying again now with fresh eyes :)