I found The Bard's Tale III to be extremely difficult, but it was also pretty much my first CRPG. I eventually bought the clue book for it so I could get past either Arboria or Gelidia (I can't remember which now). BT1 and BT2 were also pretty difficult, but I never finished them, or even got very far. At least in BT3, you could save your game. In BT1 and BT2, you had to find your way back to the Adventurers' Guild (or whatever it was called) and remove your characters from the party to save the game. It was tedious, and very easy to get killed on your way back. Especially when you start the game with virtually no equipment.
Knights of Legend was insanely difficult. Another RPG where you can only save your game by returning to an inn in a town. The combat system was slow and detailed -- and deadly -- and a random encounter on the road could easily take an hour to resolve. A quest-related battle (all of the quests involved a battle to retrieve an item or rescue someone) could take three hours. Your characters are barely clinging to life after that gruelling battle, and you get ambushed on the road back to town and slaughtered. Oops, reboot the game and replay the last FOUR HOURS of wasted time.
Yeah, I never finished that one either. Tedious and frustrating.
Wizardry VII was very difficult. Combats were very frequent and could get deadly very quickly. Even with importing characters from Bane of the Cosmic Forge, who get hacked down to 5th level. By 1992, I was getting really tired of combat-intensive RPGs where you walk through mazelike forests/dungeons that all look the same.
Phantasy Star II on the Sega Genesis was an absolutely insanely brutal game. The dungeons in that game were ridiculous. One of them was something like 16 levels deep, and you would often have to trek to the farthest point on one level of the dungeon, fight your way down 2 or 3 levels, then find another passage back up a few levels to get to a previously inaccessible area where you can get to a lower level, and so on. The original game included the hint book for a good reason -- I have the Phantasy Star Collection compilation on my Gameboy Advance, and I can't even get through the first dungeon without a map, due to the layout. The battles were frequent and tough, and you had to do a lot of levelling up.