When i don't finish a game, it's usually because it's simply too difficult. That mostly applies to 80s and 90s arcade style action games like shmups and such... those games can be a lot of fun, but they can also be ridiculously hard.
Instead, here are a few games i simply gave up on for silly reasons:
Final Fantasy VI
I never made it past the opera because i found it so incredibly tedious and stupid that i lost all respect for the game and didn't want to play anymore, even though i really enjoyed everything leading up to that part.
Final Fantasy X
1. Postpone main quest in order to join guilds and do a bunch of side quests
2. Become super powerful in the process
3. Lose interest because being so powerful completely removes the challenge and sense of danger
4. Start new character
5. Go back to step 1 and repeat ad infinum
Fallout New Vegas
I couldn't make up my mind on what path to choose because of the huge consequences. All the options have their pros and cons and ultimately i found it to be too much responsibility. I have no problem fighting a bunch of monsters to save the world, but all those politics are way too much pressure XD
I got sick of climbing that long ass ladder over and over again before battling the end boss.
Gran Turismo 5
24 hour endurance races... seriously?