Games

Metroid and Legend of Zelda I and II for NES.

The first 4 Tomb Raider games on PC/PS1

Digimon World on PS1, made worse by the fact that it's a tamagotchi roguelite RPG. I never played DW3, but I heard it can easily become a "where the fuck do I go now?" because of obtuse/asshole time sinking designs here and there

Subnautica and Hollow Knight spring to mind

Divinity: Original Sin 1. took about eighty odd hours to get to the door that says sorry mate, not enough magic stones

Currently playing through Rainworld for the first time, and "where the fuck do I go" has definitely crossed my mind more than a few times.

I will say I've mostly been enjoying just exploring, but it has been frustrating at times trying to figure out what to do or where to go when my little in-game helper suddenly decides to play coy at another crossroads.

For me it's always been Zelda games.

The original Bard's Tale

Me and my best friend literally spent a month of near nightly playing trying to get through the first in-town dungeon

Daggerfall also fits the bill

Fallout 1: If you play it going in blind and don't look up help, a first playthrough can be stressful early on if you don't know how much progress you are making on the time limited main quest.

Kenshi: The game doesn't have quests or main goals, so it is up to the player to figure out what they want and how to get it. Certain game areas are lethally dangerous, factions can be angered if you don't figure out their customs, and even in less lethal areas being beaten and crippled by bandits is a real problem.

I would say many games with procedural generated worlds, like Minecraft, No Man's Sky, etc. Where the main task is deciding where do I go next, where do I settle down, maybe there is some better place over the next hill, next planet, etc.

There are other games, where it is also sometimes not quite clear what to do next. Like games have a lot of progression and rebuilding of stuff that was done before because of it. Like Satisfactory, Factorio, etc.

And on a more literal sense, where you actually redo the game over and over to progress, like The Stanley Parable or Outer Wilds.

Some games have a very labyrinthine level design, where it also isn't really clear what to do next, like Dark Souls, Subnautica, etc.

Or environment puzzles, where you have to figure out how to progress, like the Myst series, Riven, etc.

Myst, sometimes Max Payne, Doom 3, Tomb Raider

Animal Well, but that's kinda the point

Unreal 1 (not Unreal Tournament), some level were a bit too labyrinthic

Chrono Cross. You can accidentally write out all the endings of the game if you try to play without a guide.

Also Mordor 2. Completely procedurally generated world. The game literally can't tell you where to go, it doesn't know.

Antichamber

Serious headfuck of a puzzle game.

Beneath a Steel Sky, where literally half the game is going back and talking to everyone you’ve spoken to before for one extra dialog option that advances the plot

That game, bro, omg

You stumble around, find a key, a corpse gets up and you have no idea how to fight back, and then do it all over again.

Try Platoon on the NES, you get bombarded by ennemies while you have to find your way through this abomination of a maze!

It feels like such a silly example now that I know the game, but tales of symphonia made me give up for about three years before coming back and beating it. There's a section where you're supposed to go to a specific city to progress, but there's a semi-secret long way around that lets you experience a different character's story early. Well, I somehow sucked at following directions and went the semi-secret way, and then couldn't figure out how to get ANYWHERE that let you do anything. I wandered around the same continent for several months (playing a few hours a week) before moving on.

I'm gonna have to go super old school on this, because I think gradually games have gotten progressively better about this as the art form advanced. The absolute worst for this that I know of for this has to be "Below The Root" which, despite this point of criticism was a mind-blowingly advanced game for its time, arguably the first real open world CRPG. I have no idea how anyone could've legitimately completed the game without either using a guide or playing it over and over for years to learn every possible route of progress. I think the confusing nature of the world was in fact simply because nothing of that scale had ever really been attempted before and there was absolutely no precedent for how to adequately guide players through it.

The world was, for its time, truly immense and sprawling with a multiple screen interiors for most buildings, a full cave system hidden underground, ladders and secret platforms aplenty. You could converse and trade with various NPCs in houses and wandering around on many of the screens. And when I say "screens" you have to keep in mind I'm talking about something this size. That is not a lot of context to work with for navigation.

It's also full of secrets and hidden things, and like many games of the time you will need to find and use pretty much all of them, in pretty much a specific order, to actually complete the game. I can't even describe how insane the sequence of events you need to do to actually complete the game is, this guy uses a guide and save states but I think it illustrates the general lack of clear guidance in almost all cases. Combine that with the fact that you "die" easily, your inventory is extremely limited capacity, and did I mention you're on a time limit? Because the "goal" of the game is to rescue a guy and if you take too long, he dies and you can't win anymore!

Many naive players (myself included) weren't even convinced it HAD an ending and just kind of played it endlessly like it was some early version of The Sims.

Bro nothing will ever beat fucking metroid for the nes.

Main progression literally behind random wall tiles you have to bomb