Figuring out how to beat the Wizard in Link to the Past. It's insanely obvious today, but I was young at the time so cut me some slack. Also in LTTP, beating the Ice Palace. For whatever reason, I remember that one always giving me trouble way back.
How insanely frustrating the Water Temple was in Ocarina of Time. Even if I played it today, I would still be confused.
I remember counting down the days till No Mercy came out. I had reserved it at least two months in advance. Being 14 yrs old at the time, I rode my bike over to the mall to get it right after school, and played it for the rest of the day. Good times.