This applies mainly to parts of games that require extremely precise jumps or tricks that leave absolutely no room for error. 

Since I've been playing Duke Nukem Forever, the example that comes to mind is a part from that game. There's a really awesome section of the game where you're driving a monster truck around the desert. Sometimes you have to activate turbo and drive off ramps to get some serious air. However, there was one jump in the chapter Ghost Town that was extremely difficult. It wasn't really difficult for a good reason, though. In theory, it was just a "max jump" - the player has to achieve the maximum possible distance in order to clear the gap.

Sections like that just discourage the player. If the jump had been a few yards shorter, the jump would have still required max jump in order to clear. Instead, it required a MAX jump, which required perfectly timing when to activate the turbo boost. Even then, it's not guaranteed you will make it over the ledge on the other side, which could push you off it you aren't lucky. I ended up clearing that one eventually, but for a while I felt like I was making a mistake and going the wrong way.

The game is awesome, by the way. This one little section does nothing to take away from the game as a whole. It's just an example from a game that's not one I made.

In games I made, I've committed this error as well.

In my game Bad Blaster, there were several sections in a few levels that weren't just difficult, but too difficult. They required precise positioning for jumps between spikes, or they seemed to require damage boosting to clear. There is one level toward the beginning of the game that has instakill spikes all throughout the top and bottom of a narrow corridor. It's insanely difficult to maneuver through that level, which probably turned a lot of players off from the game.

As a game developer, I'm always keeping an eye on things like this. Unless a particularly difficult section happens in the post game, it is probably best to reduce the difficulty just a bit. It won't be less fun, just less frustrating.