The Elder Scrolls V: Skyrim
Following up on a quest objective, I found myself at the opening of a cave. I heard the adventurers, as they heard me -- I crept behind a rock, and saw a human and a lizard-dude split up, looking for the source of the noise. I assumed they were hostile (most things in Skyrim are), so I opened up some lightning on the lizardman; he shot some lightning back at me, and destroyed me utterly.
Reload. This time I tried walking up to them, just to see if they were friendly. They were! As it turns out, they wanted to go into the same cave I was going to, but they wanted some help. Me, "helping" the people who had just proven that they were able to annihilate me handily. So we went into the cave, and they charged ahead of me, blowing up spiders and slicing apart viking mummies faster than I could see them. Eventually we made it to the boss, who killed us all.
Reload. I loosed arrows and magic at the boss and his minions, ran around the room trying to avoid getting smashed to bits, chugged potions to keep my bars from running out. Eventually we defeated the boss. I started collecting some loot, and noticed a word of power gleaming at the end of the room. Then the lizardman thanked me for my help, and announced that he was about to kill me for a blood sacrifice. He did so.
Reload. This time I hid in the corners, letting the boss tear down the lizardman first -- then I finished the boss off. I collected my loot, exited the dungeon, and saw some errant ruins. When I investigated, a pair of ice sprites ripped me apart.
Eventually, and with some judicious quick-saving, I made it through. (Also, a dragon started attacking me after that last part.) And aside from one time when I got stuck in the terrain and couldn't evade my foes, it never felt frustrating or tiring. I just wanted to try again, to prove that I was better than the viking mummy boss, and the lizardman, and the dragon. To earn my spoils, even though I ended up selling most of them. And to mark another dungeon on my map as "cleared."
What makes Skyrim amazing - in spite of its fairly messy controls, and its depressing technical issues - is the incredible breadth and quality of its content (well, not counting the voice acting). More than just being an open world to explore, Skyrim offers a new adventure at every turn -- where the path between where you are and where you're going is always full of unexpected diversions and mysteries.
Forgiving the game's tech is damn hard, sometimes. But surprisingly, not impossible.
Progress: Finally made it to Winterhold