[Bifrost]

For the longest time, i thought Ghosts were weak to Psychic-type moves.

Misdreavus confused the hell out of me, as you could imagine (note that I thought this until i actually encountered a Misdreavus, if not later, so I was quite far into Silver before being disillusioned).

Also in Pokemon, in Yellow I tried for the longest time to get the Missingno. trick to work, not realizing until much, much, much later that it had been removed for that version. I just thought that i was doing it wrong and decided to play around in Glitch City until I got bored. :B

And in Ocarina of Time I messed up the room order in the Water Temple*. I had NO IDEA what I did and ran around in circles for days on end until I gave up and made a new file (and promptly gave up again because UP YOURS GANON'S CASTLE).

*For those who have never had the misfortune of encountering this, the Water Temple is terribly designed and you have to take a certain path through it, because otherwise you will not have enough keys to proceed. Way to playtest, Nintendo. :|