When I first faced Ganondorf, I spazzed out badly during the Dead Man's Volley. I screwed up SO many times, because I would get easily over-excited by the rush, which was a bit overwhelming. I fell a lot, too. ...and ran out of magic a few times, so no Light Arrows :S when I really needed them .
During this time, I haphazardly discovered the Bottle Easter Egg, so something positive resulted from this, I guess. :yes:
Speaking of Ganondorf, when I went up against Phantom Ganon my first time through, I was down to one heart and close to defeating him, but sneezed and was killed by the ball of light I was supposed to hit.
Other than that, nothing that terrible happens to me in Zelda games. Last night, however, I had gotten the 15 stay fairies in the stone tower temple of Majoras Mask, but forgot to claim the great fairy's sword before playing the song of time. I had to collect all of the fairies over again. And right after that I noticed I was one heart piece short, but didn't know which I'd missed. I had to go through them all until I found out it was the swamp shooting gallery piece. Other than last night, I don't experience many Zelda disasters.
The worst thing that ever happened to me in OoT was when I played it the first time through and I spent 1 1/2 hrs trying to win the race against the running man in Gerudo Valley before realizing it was impossible... :S
my worse moment was actually an epic fail moment, when i first got to the boss at Dodango's Cavern i was fresh out of bombs so i had to let him kill me so that i can end up back at thee enterence of the dungeon so i had to run all the way back to Hyrule Castle Town, then run all the way back to Dodango's Cavern and when i finally got to the boss and started fighting him again, i looked behind him and was dumfounded when i realized that there were already bomb plants in the battlefield
I played through the entirety of Ocarina of Time(the normal quest) and all the way up to dodongo's cavern in MQ(this was all on the gamecube disc) thinking that the only way to destroy those brown crates was with bombs. It never occurred to me that they could be destroyed by rolling until I accidentally rolled into one in dodongo's cavern in MQ, in the room with the white rupee collection puzzle to get the door open. Some of them are in crates and you can't get the bombs at that point. I rolled into a crate by mistake and discovered you could destroy them like that. After playing through the whole normal quest thinking you could only break them with bombs or the megaton hammer. And also after spending several hours of frustration stuck in that room because of this. That was my biggest fail in my history of playing Zelda.