Elder Scrolls Arena. Never got out of the starter dungeon.

Ghost & Goblins
Mega Man
Dark Reign
Fallout

to name a few

Oh, and I never got past 1st base with Sarah Segier in the 11th grade, but that's for another thread.

Battle Toads and Batman Forever on the SNES.

For me it was Daggerfall, back in the day. Kept having problems getting stuck in the landscape in town, something like that. As in, the character would walk into something and then get physically (virtually physically?) stuck through clipping or whatevs.

Other than that closest one would be Panzer General, too dumb to beat 2nd or 3rd scenario. Which is pathetic.

I never made it past the mortuary in Planescape Torment. And I never got anywhere in Gothic, Gothic II or Risen. I seriously don't even know what I was thinking trying again and again with those Piranha Byte games as they are some of the most worthless, unplayable, annoying games I ever installed. Playing them felt like trying to cut boards with cheese and then hammer in nails with a wet sponge. And yes, I know there's a legion of fans about to chase me for that with toches and pitchforks.

Yeah, I think these games are love 'em or hate 'em. I ended up loving them, but I can certainly understand how other people wouldn't. Heh, right now I'm playing Elex and really loving it, but it's another in the style of Gothic, so I recommend you steer clear of that one too. :P

*edit* Oh, and on topic: For me it was Dark Souls:Prepare to Die Edition. Played about 20 minutes and found the combat, controls, and overall game itself to be not something I wanted to continue.

Don't worry, dense though I am I did eventually learn my lesson after Risen :D

Medal of Honor Frontline on the PS2. I couldn't get of the beach (Omaha beach). In this game it's far from the graphic experience it is as in Steven Spielberg's Saving Private Ryan, but the intensity of fire is just as deadly as in that movie - as it was in reality on the 6th of June 1944. My character, despite various tries, wasn't one of those who made it into Normandy and instead remained dead on arrival.

At least that's one game where dying in the first level is a perfectly valid ending :D

Another game, this one from my youth, is the text adventure game The Hobbit on the BBC Acorn home computer. I couldn't come up with any command that made me get past the first room.
And I also didn't manage to edit that last sentence of mine, which is poorly worded, before you quoted it. Oh Omaha beach of words.

A few months ago I tried Soldiers : Heroes of WW2. Couldn't get past the very first level of the first campaign.
And yet, I'm not a noobish noob as a matter of strategy / RTS games...

Cuphead. I couldn't get past the tutorial. There was this wall and it was too high and whatever I tried I couldn't jump over it. ;)

I kid, to be honest I can't think of a game I couldn't get past the first level off the top of my head. I'd eventually make it after repeated tries.

Depends what you mean... there have been a few where I just didn't bother going past the first level due to boredom or not enjoying the game, but the one that springs to mind as one I couldn't get past the first level is Spelunky... got it free in one of the big sales and tried it a while back and couldn't even pass the freaking tutorial...

Not sure I ever beat the first level on Contra... though I think I did but never passed the second.

ActRaiser 2.

Also, I can think of two RPGs where I died in the first tutorial battle, though I was able to get past on the second attempt:

* Final Fantasy Mystic Quest (miss too much or the enemy criticals you and you die, but fortunately the game allows you to quickly retry a battle if you die)

* Shin Megami Tensei: Nocturne (Hard difficulty) (first enemy critical hit me, taking off over 2/3rds of my health, and the game mechanics give the enemy an extra turn when that happens, allowing the enemy to finish me off, and the game isn't as nice as FF:MQ; I had to reload my save (which takes time because the game is stored on optical media) and make my way back to where the fight occurred).

(Also, Dragon Warrior 4 (NES) with a 0 HP cheat (Game Genie), but I don't think that counts.)