When I first played through Red Version, I hated Mt. Moon. I don't know why I found it so difficult, but I lost against the Hiker standing in front of the correct ladder/staircase to move on, and then I was convinced there was no way through (it didn't occur to me to go back and try again). I actually restarted my initial save because of that, thinking that I was supposed to go to the Hall of Fame entrance and not wanting to backtrack.
I also have always found the Hall of Fame entrance annoying. Sticking a large building that you can't get through right at the beginning of the game isn't a nice thing to do to young kids. Additionally, the first guard's dialogue about needing a badge was misleading when I first played through, as I thought that the entire path would open up as soon as I got the BoulderBadge (only to discover that I needed yet another badge after getting past the first guard...).
I also disliked the Seafoam Islands. I saved in the middle and got stuck in them the first time I tried to go through them (didn't bring the right HM users), and attempted to stumble around in circles using up all of my PP until I Struggled myself to death. I fortunately found the exit in the meantime, but the whole experience was not fun. I supposed I learned two things from it, though: (1) never enter a cave without an Escape Rope and (2) never save in the middle of a cave unless you know how to get to the exit.
Fortunately, none of these things are particularly annoying anymore, but as an eight-year-old or so, I found them very frustrating.