3. Mistakenly assuming you were supposed to lose in an RPG
Consarn it, this fight is difficult. There's no way the designers intended for you to beat this boss, because no matter what you try, your opponent's health bar simply refuses to drop. So to move things along, you'll just lay down arms and let the enemy wail on you. Now let's see where the story takes us next, and--oh. You're just lying dead on the ground, because this is a Game Over screen.
RPGs have a tendency to put the player in unwinnable situations for the sake of tension, but like your mother always said, you should never assume. Otherwise, you just might doom your party members to a pointless death when the fight was about to turn in your favor. What's less shameful--but a far worse experience--is refusing to accept defeat when an encounter was designed to be impossible. Short of exploiting a bug or diving into the game's code and hacking your way to victory, nothing you do could help you accomplish such a Sisyphean undertaking.