whats a game that you got significantly far into, only to realize you were doing something wrong or missing a key feature/ability altogether?

In the Final Fantasy Legend (or "Makaitoushi SaGa" as it was called in Japan), I somehow managed to make it to the game's final boss without realizing the shops in the game sold more than three items per shop.

The game's shopping interface presented you with a list of items, three at a time, but there was no indication on the screen that the list was scrollable, so I thought that the list presented were all they sold. That meant I missed out on about 75% of the items in the game, including a few that turned out to be kind of important for the last boss fight.

Of course, I couldn't beat the last boss, and the only way to escape the last boss's lair was to use an item that was sold in late game stores, but was buried in the list of items, so I had to start the game again from the top.

Good user experience design is important in games.