Diablo 2. The extent of which you're given instruction is "here's a stick, go whack stuff."
Stat points? Better hope that you get it right the first time - you get three resets per character (unless you get a Token of Absolution which is a super late game item). Hell, before a certain patch this wasn't even a thing. Do it right the first time or you're restarting.
Same goes for skill points. Wanna put one point into everything, try it out before committing? Well those are now wasted points. Stats and skills get reset at the same time though, so you're not entirely screwed.
Rune words! The game tells you literally nothing about rune words and yet no build is complete without them. You get three runes that make up a rune word in Act 5 if you complete an optional quest. You're not told what to do with them, or that they must be in the right order (which the game does not provide), or that they must go in a normal, non-magic shield with exactly three sockets. Or that if you imbue the item after building the rune word you lose the rune word's effects. Put them in the wrong order? Bricked it - you cannot remove gems or runes from sockets. Or you can, but it destroys the socketed gems/runes. And you can only do so using....
Cube recipes. You get a cube, you use it a few times in the game. You're never told that it can be used to upgrade items, combine gems and runes, repair gear, craft items, or take you to the secret cow level.
If you never did extensive research on Diablo 2 before and while playing, you would be playing maybe a quarter of the actual game.
I am so glad I read this, because I've been thinking about trying out Diablo 2 lol. Looks like when I finally get around to it, I'll be doing a lot of research.