I am a huge fan of retro games, such as old consoles back from the 90s.
But most of the games are so damn hard, that it would sometimes need tons of patient and time to beat them. In our days it is actually easier as we have a way to save on the games when you use emulator to play the games. The NES (nintendo entertainment system) specially coin’ed the term nintendo hard because of this difficult nature of it’s games.
http://www.urbandictionary.com/define.php?term=Nintendo%20hard
http://bnbgaming.com/2011/02/08/what-is-nintendo-hard/
I guess the main reason for the difficult gameplay were that the games themselves also were quite short, so it was a way to expand the game time.
After getting past a hard stage in a game you would also feel a bit succesful until you realized that the next stage was even harder than the one before.