Gotta agree with most of the people before me. Unskippable cutscenes should not exist, period. I would say if you have to make a cutscene unskippable, only do so for the very first viewing. Then, any viewing after that should be totally skippable. I don't know how many times I saw the end cutscene for God of War: Chains of Olympus, but it must have been damn close to fifty times. I was more frustrated with the cutscene than I was with the actual battle.
I'm also going to agree with Gare right above me and say grinding. One of the main reasons I don't play more JRPGs is they almost always feature grinding in some form, which bores the shit out of me and almost instantly makes me lose interest in the game (unless for platinum purposes, apparently).
Also, fetch quests. Some of them have been done right, but a lot of them feel like the trading game in Ocarina of Time. Get an object, give it to someone, who gives you an object to give to someone else, all so you can get one item that you will use one time for ten minutes, and then promptly ignore for the rest of your game. This always feels like a means to pad the game time, and I hate them all the time.
And finally, escort missions. Or "follow the leader" missions. Now, my main gripe here isn't the fact that they exist, just the fact that whenever you're following/escorting someone, they always move so freaking slow. If I'm allowed to run at Mach 4, then everyone else in the game that I should have to follow should run at the same speed. I hate running, then stopping to wait for them to catch up, then running for a little bit, then stopping again. Even the walking animation usually goes faster than the pace that the NPC moves at, and again, it just annoys me.
Now, none of those are "because they are too freaking hard." I think with the sole exception of Battletoads, I've never actually given up on a game due to difficulty. I usually give up out of boredom. Usually from one of the above.