I was having a hard time thinking of anything, but then hermes' post reminded me that I failed epically in the first battle with a group of goons as soon as I tried to do a new game plus in Arkham City, and no amount of replaying the battle (or trying different tactics) resulted in any improvement in the outcome.
Most other things that I am bad at, or have no patience with, I don't generally get enjoyment out of anyways. I tend to dislike 2d platforming games, mostly because I am terrible at them (but I have less of a problem when they don't give you jump after jump after jump and instakill you and send you back to the first (or end the game) for failing any one of them). I also have never really liked puzzle games, or adventure games, those mostly because of bad experiences with 90s adventure-puzzle-guessing-developermindreading games, including games that do their best to hide items or secret exits that are critical to continuing the game so that you have to hunt for hours for them or call their hint line (before the world wide web existed). (Portal is basically the only puzzle game I've liked, and Portal 2 ended up being a slow ramp of annoyance leading eventually to rage, leading me to quit playing presumably halfway through because I was sick of solving puzzles when I was just interested in the plot, and sick of hunting for hidden portal spots in giant setpiece environments - and I have never gone back to it since)
(I believe games have to be designed appropriately for losing to be fun - if not designed with that in mind, it's simply frustrating or annoying.)