Yeah, that's really a flaw in Morrowind's design: the beginning of it is pretty dull, largely because you can't move quickly through the world and you thus feel like you're spending most of your time walking from place to place. It gets much more fast-paced later on as your walking speed increases and you acquire other means of traveling. But I very nearly gave up on it at the beginning too.
"Beyond Good & Evil" is probably my top pick too. I tried to like it but it just didn't work for me. Maybe it's another one that just requires sticking with through a bad beginning to get to the good parts, dunno.

Heh, I found even walking aroun entertaining in Morrowind :D Because of 'wowthisplaceishuge' feel and great design of locations and whole ... place. But that's personal thing :-)

While I didn't find Psychonauts as hilarious as the reviews said (although the Milkman Level is genius!) I thought it was still a very good game. However, the PS2 version of the game I really could not play. Music glitches, FPS drops ALL THE TIME and freezes randomly. I enjoyed it a ridiculous amount more on PC.
ALL the KING'S QUEST and SPACE QUEST games. I found them really difficult and boring. I loved the LucasArts adventure games and I was really dissapointed by Sierras.
World of Warcraft as well. I think it is incredibly pointless. There is no goal and I found it boring. I'm not a massive fan of RPGs but I've never got tired of them this quickly.
Zelda: Ocarina of Time. What is the fuss about this game? It has boring, repetitive gameplay and an unintertesing story with bland characters. I will never understand why its "THE BEST GAME EVA!".

That's one of the all time best levels I have ever experienced in a game. Fantastic stuff.
"Pie-making Wife" G-Man: Although over time, my husband will desire me less, sexually, he will always enjoy my pies.
"Pie-making Wife" G-Man: For the last several years, I have relied on prescription medication to make it through the days.
"Road Crew" G-Man: Hello fellow road crew worker. Welcome to the road crew.
"Road Crew" G-Man: Look at that woman's breasts. They're large.
"Grieving Widow" G-Man: I am your sister in grief.
"Grieving Widow" G-Man: Should I remarry or remain faithful to my spouse?
"Plumber" G-Man: Although I often smell of excrement, I should not be discriminated against as I provide a valuable service.
"Watering Can" G-Man: Plants need water poured on them, because they have no hands to hold glasses of water.

Terminus, X, X2, X3... took me four tries to realize that I just don't like complicated, realistic physics space sims.

Hey, at least you realized you don't like it. I am still somewhere in the middle of the process. After all these years I can't really decide if I like X series or not. Guess I am a lost cause... Maybe Terran Conflict will teach me a lesson :)

The funny thing is, I absolutely love arcade-style space sims, like the X-Wing games, Freelancer and Darkstar One. I just couldn't deal with having to use practically every key on my keyboard plus a joystick to play games like the X series.

... X, at least X3, can be controlled almost completely by mouse without any problems :D At least, I did not find it difficult to click trough menus... I used, well, WSAD to control ship, qe sometimes to spin around and I think L to compress time ... And that's pretty much it, everything else was click-able :D Oh, xy to increase/decrease speed. But I used MUCH more keys to control Freespace, anyway :D

Just remembered Thief 3. What should have been the best game in the trilogy turned out to really be a bit of a lame duck. Level design wasn't particularly great when compared to the first two games and most locations were smaller as well. The size of the city was very disappointing as well, I'm sure one of the levels from the second game was bigger then the so called city in T3, I so hoped for a HUGE city that could be explored and all that we were given was a fairly linear experience with only a handful of buildings that could really be entered.
I got bored of this game fairly quickly and never did see the docks, plus the lack of rope arrow was a serious oversight which ruined one of my favourite forms of ambush from the first two games.

X2. Damn, I hate that game.
I remember completing freelancer and waiting anxiously for X2. I was completely hyped up.
When the game out, I was completely disappointed. Not only were the controls terrible (A lot of games I dislike seem to have bad controls), but the game itself wasn't great and all my hype was for nothing.
I completely skipped past X3.

OK Do not kill me but for me it is Icewind Dale. I have all the Black isle and interplay RPGs but I just could not get into this one. Maybe I will try again someday. I did however enjoy Icewind Dale 2. I also thought that Jade Empire for the PC started a little slow but did end up being a good game.

Planescape: Torment
Loved everything but the battle system, which I just couldn't deal with. Got to a point where competent fighting was actually important, which was pretty darn far in the game, and decided to quit.
Darklands
This game is just genius. Anyone planning to make a non-linear RPG really needs to play this first, it got things right that even Fallout messed up. The character creation system alone is better than many entire games I've played. Yet I never really got far before quitting time and again. My main issue is I tend to get attached to characters I create, so I hate making a party only for them to age and eventually die. Still, I wouldn't change it because it being harsh like that was sort of the point. The only thing it seemed to be missing was the ability for wounds to get fatally infectious.
RTS games in general.
Yet another another example of something I liked but couldn't play. Micromanagement is fine with me, macromanagement too, but combine the two like RTS games do and my brain practically BSODs on me. Tried to play them for years before finally deciding I just could not train my brain for it. Exceptions are Dune 2 (my first superfavorite PC game) which I didn't have problems with due to the stupid AI making it simple, and the early missions in most other RTS games before things get complicated.
FarCry
Loved it until those certain enemies. I'm trying to avoid spoilers so I'll leave it at that. Other people who have played it probably know which ones I mean. At that point I just gave up. Once upon a time I would have suffered through it, but nowdays I see doing that as just a waste of precious time I could spend not being miserable.
Prince of Persia: The Two Thrones
I liked SoT and especially WW. I heard T2T was like the best of both combined, but I ended up disliking it. The battles just seemed really dull and repetative like in SoT. However, unlike SoT they borrowed a bit from WW and were hard. The resulting combination of dull AND difficult fighting really brought it down a notch. Not that I dislike challenge in general, it is great when combined with fun instead of yawn. Another problem was the assassination feature, which was a lot of fun maybe the first three times or so and then became just another chore. I especially hated it making me use that stupid assassination minigame in boss fights. I finally gave up when I was at a point with a really dull and easy obstacle course followed by a hard fight with no save in between. All those annoyances in the same game just finally killed it for me.

Metal Gear Solid 2 and above. I loved the first, but the rest were just crap. People claim that it's the greatest series ever but it just isn't... Also, the cutscenes were WAY too long. At one point I forgot I was playing a game and thought I was watching a movie.

I read all the glowing reviews for Mafia but was so bitterly disappointed with the game.
It's buggy and there's an ever-present feeling that the game wasn't finished, let alone tested.
It has to be the biggest let-down in PC gaming, for me at least, in many years.

The games that I wanted to play but couldn't...
Wasteland (Gonna give it another try, though.)
Phantasy Star 2 (Too barebones.)