Metro.

All 3 games require you do/don't kill certain people at different levels in order to get the 'true ending'. When I first played I just killed anything that moved, but then found out the consequences of doing so. Honestly it improved my game experience so much more when I had to carefully consider each action.

I can't remember the exact method, and I may even be remembering the wrong game, but I think in Breath of Fire 1 there was an item that you needed that could be sold, or maybe not picked up, and if you didn't have it, you'd get locked out of a puzzle much later in the game. It was hard to fuck up, but if you did, it was 30 hours of game down the drain.

The Ooze. My memory on this is fuzzy but on genetics lab part 2, there is a room you can enter that has a checkpoint. If you enter the room then you're locked inside and if you collect the checkpoint and die, you will respawn back into the room and your only option is to lose all your lives or reset the game. I remember getting really pissed off finding this when I was a kid because I spent days trying to beat the game and I had a really good run up until that moment.

Elder Scrolls Daggerfall was surely the peek of this, you get a letter at the start telling you to meet a woman in a bar on a set date - turn up too early and she won't be there, but if you mess around on sidequests and don't have enough time to travel there so are late then she'll leave and the main quest never really happens.

There were a million other ways to lock your ability to progress but I always remember that, I don't know if it was possible to get back on track but I don't think so, I probably played a thousand hours before I did a run where I even started the main quest

I guess this is tangentially related. RDR2 had the full ending for Author and then kept going. I didn't care what happened beyond that so I never finished the epilogue.