Due to me clicking around open programs (namely closing the VPN and GOG Downloader open windows before starting the game) Call of Duty Advanced Warfare opened in Windowed mode instead of fullscreen. But there's no option to access the options before the game is loaded. And the game won't load a mission until you've sit through a whole cutscene. And if the last time you played, like I just did yesterday, you finished a mission, it will let you sit through the opening cutscene of the mission you already finished, then sit through the opening cutscene of the new mission and only then does the new mission load and only after that can you access the video options and opt to see the cutscene of that new mission in fullscreen. Grrrh.
Reminds me of Arc the Lad 2 (? I think it was 2 anyway, since 1 was originally released early in the PSX lifespan). In this game, controller rumble is enabled by default, you can't turn it off before starting the game and sitting through the opening cutscene, and the opening cutscene uses rumble. I really don't like rumble, and in this case the game is forcing it on me.
I could also mention Final Fantasy 7 PC (original release), where you can't quit the game during a minigame. This is especially annoying for one particular minigame where the best way to win is right at the start, and if you miss it, you have to let the time run down before you can try again.
(Incidentally, I could see this being a serious problem with accessibility related options, like subtitles and epilepsy-related options.)