GoG games only of course, even though its only a tiny percentage of games i've started , but not finished........
Stonekeep - too much of a grind
Arx Fatalis - keeps crashing (cmon Gog / Developers, sort it out!)
Descent 1 / 2 - too twitchy for my aging game bones
Die By the Sword - Swing that sword! No, not that way, this way.....oops I'm dead.
Giants : Citizen Kabuto - first section great, but is it just me who finds the mermaid section unplayable? Not made the Giant section yet, may have to try this one again sometime
Kingpin - its a Different sort of FPS!......not really. One trick pony, got a bit bored (thats mespeak for 'it got a bit hard, so I gave up...;o)
Messiah - got proper Stuck very early on. moved on.
Redneck Rampage - Level design good, Enemy variety, awful. Didn't get the humour like I probably should have (comes from being British, I suppose)
Most of these I've owned for years of course, so its not a case of just trying them out recently.
Theres many more games I have started but not finished - praps I should just come clean and admit to being not very good...;o)