While playing Final Fantasy X the first time, I got to Old Zanarkand and inside the dome, I saved behind a sealed door in the Cloister of Trials. I wasn't savvy to good saving practices and after solving the puzzle, got into a battle I was completely hopeless to defeat. There was no way to walk back out the door from which I entered, the only way out was through; and with my existing inventory, spells, charged up aeons, etc. I absolutely could not defeat the boss.
It was pretty crushing because this moment is so close to the end of the game, but I gave up and had to come back months (years?) later to fully start the game over. I think maybe I played 99+ hours of Final Fantasy VII and then decided to give X another try. The second time, I was much smarter with maintaining multiple save games for safety. Not to be bested again, I grinded up all of my limit breaks and aeons for safety and completely obliterated the boss in one go the next time around.