Actually, my #1 Repeated Gamer Failure was when I was about three years old. I was a little kid, so you can't exactly blame me for this, but whatever. It was when I first discovered Sid Meier's Civilization (yes, the first one). Whenever I set up the game, I would always pick the title of some royalty, like King or Prince... whatever I felt like at the time. Only one little problem: That was the Difficulty Selection Screen. I assure non-players, it's not an easy one. It took until much later in life to learn there was more to the game than being repeatedly raped by neighboring civilizations.
And I do mean repeated. The fact that games would last me appx. 50 turns, max, meant that I played that way about 5 times per session and I played almost daily. I saw the death screen more times than an average player of Contra.