Don't you hate it when you get a new game, and rather than read the instruction manual, you jump right in play while missing a key gameplay element that would have made the game much easier? I remember playing the Rocketeer on NES back in the day, and wondering why I was having so much trouble getting past stage one. Enemies were coming at me with guns, and I had to get in close to punch their lights out. It took me several hours get to the end of the stage, where I had to fight some flying helicopter thing. Having no way to punch the helicopter to death, it finally dawned on me that the little fist icon in the corner of the screen could be switched to guns by pressing select! The game was much easier after that, albeit still sucky.
After that, I always spent the first few minutes of a new game pressing all the buttons to see what would happen. Even so, a few years later while playing Contra Hard Corps, the fact that the slide technique made your character invincible for a second escaped me. My friend told me about it years later, and was pretty impressed that I got really far in the game without it. After that, Contra Hard Corps was a piece of cake for me! Crazy huh?
What games have you played where you missed something important, i.e. "I can use the rocket launcher to destroy this wall with one shot, instead of emptying 40 magazines of machine gun ammo into it"?