Well, there are two because I'm not sure if the first one counts.
1. When I was very, very little, Disney brought out small handheld games similar to Nintendo's 'Game and Watch' devices. There were five levels (I think), and at the end you pressed the little reset button on the back with a pen, and started over again. I had the Jungle Book one (run through the jungle, dodging rocks and stones and throwing sticks at bad guys, then set fire to the tiger's tail at the end... I can't believe I've forgotten that tiger's name!) and The Lion King one (run away from the stampeding wildebeest), and I think it firmly rooted in me my love for games, however lame it sounds now!
2. The Lion King for Megadrive. I played it for hours and hours and hours, helped in this by the lack of a save feature of course. I never did complete that last level before I moved onwards and upwards to N64.
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Give me the worst and then again..
..I'm feeling braver than I've ever been