Zeliard

This is a very obscure pick, but it has a lot of sentimental value.  I should preface this by saying that I don't think Zeliard was all that good a game.  I would go over to my cousin's house when I was really young and we'd play a plethora of original NES games or boot up his PC and load up Zeliard (and later on other games).  

© Sierra Entertainment

The appeal of Zeliard was not in the gameplay, but I think that it was the first game I played with an RPG element.  I never made it far, and would end up grinding monsters in the enemy infested and frustrating dungeon maze.  I remember this game being hard, and pretty much everything I've read online agrees with me.  My cousin would end up furthering the story, but with the almost directionless game and frustrating enemies, I doubt I've seen much past the intro levels.