This has probably occured on occations beyond count, but the one that stand out the most right now is the time I went for a new game in FFVIII, trying to get all GFs/final weapons. At the time I was under the impression that the Solomon Ring, one of the components for summoning Doomtrain, could be obtained at any moment, so I went to the moon without realizing this would make it disappear from the world. I was pretty bummed out, to say the least.

I'm also not a very big fan of the permanent music changes which occur in all the PS1 games, such as the world map music changing in FFVII and FFIX. Oh, let's not forget Silence and Motion disappearing from Esthar in FFVIII.