I've had several:

The first time I played FFVI was my first time playing a turn based RPG, my friend lent me the game and no manual or guide, so I kept pressing buttons in battle hoping for something to do and wouldn't realize until a year later when I tried to play it again, that I was confirming a command and then backing out and canceling the commands...

When I played FFVII for the first time, I got lost a lot because I wasn't used to the whole psuedo-3D and the pre-rendered backgrounds so I would often mistake cave openings for being part of the wall and walk past exits. I was lost for awhile on Mt. Nibel and especially the Ice Cavern so by the time I got the Highwind, I was already Lv. 70.

I learned that acquiring the Hammer item, slightly alters the games ending in FFIX so on my last playthrough, I made it a priority to acquire it, then I reached Hades and was playing around with his Synth shop and noticed the uber powerful Tin Armor, made it, and saved before I realized that one of the ingredients was the rare Hammer item I got specifically for the ending.