One of the top things for me was Zelda too: I went looking everywhere, and I mean EVERYWHERE for the Triforce in OoT.
I didn't get stuck in Twilight Princess, but I did make a boner mistake: I went all the way from the top of the Temple of Time to the bottom without a statue. I didn't think it was necessary. I had to climb back to the top and bring the guy down to continue. I don't much like that temple anyway.
Most embarrassing of all: I got stuck in RE4 for over a year. It wasn't a dumb mistake or anything like that, I just could NOT beat Krauser during the knife fight. Yeah, it's a cinema scene, but every time I played it I would miss the last quick button press. I revisited the thing for a week, then once or twice every month, left the game sit for a few months, and finally, either at the end of 2005 or in the beginning of 2006, I decided to go back and beat it. And I did.
And what's most embarrassing is that I almost never finish games, especially RPGs. I don't want to tell you which games I haven't finished, you may actually think less of me.