Metroid

You are Samus. Your mission is to infiltrate Zebes and defeat the Mother Brain. Simple, right? Not really.
Metroid introduced a new kind of gaming into the world. You would have to navigate an alien world fighting off all sorts of deadly foes, trying to find the Mother Brain's lair and destroy her. This is MUCH easier said than done. The creatures ranged from the spiked Zoomers that crawled along the walls, to the deadly Metroid that chased you down and sucked your health down.
But the biggest reason it was difficult was its maze-like nature. You will be lost. You will running back and forth between rooms you have been, your health most likely being sapped by the enemies and the environment. You will be blowing up random spots in the walls and floor in the vain hope of finding a way to progress somewhere else. You will find a secret passage, only for it to lead into a dead end.
Don't worry, you can find enhancements to help you out. Missles, bombs, the Ice beam, and even the ability to curl up into a ball will help you navigate this maze... IF you can find them of course.