I'm fairly sure I brought this up in another topic some time ago, but multiple endings in which the only good ending is the one that requires a walkthrough to reach. Valkyrie Profile and FFX-2 are the worse culprits.
How the hell am I supposed to know that I have press the x button repeatedly at a certain point in FFX-2? And no one playing the game normally would ever see VP's proper ending without outside help.
I don't mind some secrets but when it's a significant chunk of content I feel cheated.