Which games are the hardest on GOG? Which ones of these did you enjoy? Which ones destroyed your life?

Cossacks, any. And I didn't enjoy them. :P

https://www.gog.com/game/shenzhen_io

Basically you can make any game in this game, like Minecraft.
For example, you can make a Tetris in it.

Far Cry 2 and the infamous Malaria attacks ;).Cheers

Falcon BMS (the best version of Falcon 4.0, which is part of the Falcon Collection). Quite possibly the game with the steepest learning curve you'll find on GOG. Also, i found NEO Scavenger to be hard. Nonetheless, i'm enjoying both. :)

Super Hexagon

Perusing my own library I'd pick : Constructor, Jagged Alliance 2 (with 1.13 mod) and HoMM3.
- Constructor is the only one of these where the challenge became too much for me to enjoy the game. I struggled too much to keep up with the AI
- Jagged Alliance 2 can be very challenging, but you always have enough tactical options to overcome/survive pretty much any situation, which also makes it extremely rewarding. Just an all round excellent game.
- HoMM3 has difficult levels in its expansions. The basegame is pretty easy if you know how to play, but the Shadow of Death expansion especially is very formidable even if you do. Didn't quite manage to destroy my life, but one level definitely nuked an entire weekend :P

Crimzon Clover, on Unlimited mode. (That game is hard enough on its easier difficulties; playing on Unlimited makes things even more ridiculous.)

VVVVVV, on No Death Mode. You have a game designed around having checkpoints around every corner; No Death Mode takes them all away. For even more challenge, try getting all the trinkets on No Death Mode (this includes the infamous Veni, Vidui, Vici trinket). Good luck (even though there's no RNG that I'm aware of); you'll need it.

Only games that aren't mentioned here and that i am finding rather hard which i have on gog are only strategy. One is earth 2140 trilogy dos version playing this one on normal am quite enjoying it and finding it rather hard on some missions, i lost a few times because i needed fast reactions and cunning usage of units to beat one level where they destroyed my base since they started attacking it from the start and you need to build some units but i still had units luckily and had one that made me invisible so i practicly won it with my base destroyed 1 tank that makes you invisible and 3 or 2 attack units, no good way to get money on that level then picking up boxes which lie randomly around and bring it to the refinery for money.

Then another level i just couldn't advance regardless of how much army i made 3 enemies vs 1 was too much and wasted some hours on that mission until i decided to restart it. Learned that i can use reinforcements once if i press r quickly went and destroyed one base and the rest was just time until i beated them.

Also eador genesis played it a little but find it rather challenging though currently on hold

I don't think the OP meant that kind of "hardest". :P

La Mulana or one of the roguelikes probably.

I would say Spacechem. You're constantly kept at the very edge of what you're capable of.

For many years, I considered HOMM3:SOD's campaigns to be the hardest. But now that I've played the first few levels of Stargunner on Ensign and Admiral difficulties (without the save/reload cheat), I can safely say that the latter game is the hardest I've ever played in my life.

Magic Carpet and the penultimate wyvern level.

Here is a quote from a satisfied customer:
https://gamefaqs.gamespot.com/boards/572485-magic-carpet/53740001