Oh, gawsh... I'd have to say it's a tie between these two:
► In The Wind Waker--in my first playthrough, while I was in Dragon Roost Cavern, on my way to get the Boss Key... You know how you have to change direction with the grappling hook over lava in that one room? I just could not figure out how to change direction, so I was trying to grapple onto that pole with the most bizarre angles. It was so terrible. I got, like, two game overs because I was persistent. Dx
► In Ocarina of Time, when Zelda tosses the Ocarina into the moat, I couldn't figure out how to get it out. Well, I first tried swimming to get it, and it didn't work for me [I must have not swum deep enough], so I sat there for a good four minutes trying to retrieve it with my boomerang. Eventually, I decided to try swimming again, and... what do you know? It worked! It's only funny because I wasted time using my boomerang.