There are two games I had absolutely terrible experiences playing. Lemmings and Pokemon Yellow...
First off, Lemmings was a horrible game for the SNES in which you do nothing but try to lead a group of stupid rodents, imps, or something out of a dungeon by giving them a limited set of commands. If you didn't get a certain percentage of them to the exit within a time limit (generally, two to three minutes). As the game goes on, the dungeons get progressively more elaborate with increasingly difficult obstacles and fewer options on each new level that leave you completely stupified as to how to beat this game, since you keep running out of options and the time limits keep getting shorter. Eventually, you get to a level you can't complete and when time runs out all the Lemmings explode and...AHH, why did I get this stupid game!!!
Pokemon Yellow was just flatout stupid. When Pokemon first came out, I didn't want anything to do with the series because I didn't like getting into fads when they were new. Ultimately, I wound up getting Pokemon Silver and, some time after completing it, I went out an bought a copy of Yellow to see what the first gen games were like... That was a mistake...a very big mistake! This game had terrible graphics (even for a Gameboy game) and awful gameplay that was terribly broken in comparison to the refined stuff I'd gotten used to in Pokemon Silver. But, the thing that really killed this game for me was the fact that it basically seemed to badly try and recapitulate the whole Ash/Gary rivalry from the anime. To add insult to injury, the game obliged you to use Pikachu full-time, which got annoying because it would constantly make weird noises to try to get your attention and it would actually get upset if you put it in a PC box and then took it out again.