First example, because it was mentioned by others here-- the quest to talk to the werewolf lady. There was at least one issue with that, namely the prominent quest pointer on top of the ledge which was inaccessible. That could be seen by some as a blatant attempt to misdirect the player, but there are many other caaes in the game of similar issues with quest pointers, so in my opinion it's just an example of a long-standing issue with how quest pointers are handled in general, rather than any desire to deliberately mislead the players and try to frustrate them by having them waste several minutes of their time attempting to find a way up to that quest pointer.

Another issue I had with that quest-- which I fully realize was my own fault-- was that I didn't go do the quest right away, but logged off for the night because of the late hour and resumed it the next evening, except when I went to the location I killed one of the Koldane mobs outside the building before realizing that they were in the cartel and that the hint on the quest said to avoid killing cartel members. As soon as I killed one (because I thought he was one of the other enemy mobs which that area of the map is rife with) and a big "Failed" message popped up on the screen, I realized that what I'd thought was just a regular enemy was actually a cartel member. I tried to be stealthy while inside the building, but the cartel members in the first area of the cellar kept detecting me, so I just said "<snip> it, I've already failed the additional objective by killing a guy" and went on a killing spree until I reached the werewolf lady.

So my main gripe with that particular quest is that the prominently-visible quest marker on top of the unreachable ledge led to wasting a lot of time trying to find a back way up there from the nearby mine, and (when that didn't pan out) trying to find a way to leap or climb up there. My other gripe is largely on me, although the cartel members did seem to be overly adept at detecting me despite the fact that I was "naked"* and sneaking. (*I wear heavy armor, so I always remove every bit of armor and use a costume to cover up my "nakedness" when doing anything that requires stealth.) But I am guessing that the only difference that not killing anyone would have made is that the dialog would not have included any references to it.

Second example is the quest to retrieve the first key from the ruins. I was using stealth and was able to sneak through to the NPC who'd taken the key from the ghost's coffin, but when I saw him I thought the goal was to defeat him and retrieve the key from his corpse. Instead, he just kept running away, and of course I kept encountering other enemies as I chased him. Then he just gets away, anyway, and when I leave the ruins the Thieves Guild NPC shows up and asks why I hadn't waited for him. I'm guessing I could have waited forever and he wouldn't have shown up to go down into the ruins with the ghost and me, but I'd love to be able to redo that quest just to see if trying to sneak up behind the boss and pickpocket the key from him was an option, although I'm guessing not since the enemy was a named boss. So my main gripe with that quest is that it seems to have been deliberately designed for us to fail no matter what we did and how well we performed. If our failure was never in doubt and was an intended part of the overall quest line, then that's okay I suppose, except I strongly dislike having a quest make it look like you've got a chance to succeed when in reality your utter failure is the only possible outcome allowed by the devs. The only good news is that ESO doesn't allow saving and reloading the way single-player RPGs do, so players are a lot less likely to waste hours of their time reloading from their last save and trying over and over again to succeed before caving in, looking up a walkthrough of the quest, and finding out that succeeding in the quest isn't even possible anyway. I guess it's supposed to be "challenging" and "fun" to occasionally run into "unwinnable scenarios" in RPGs, but I just find it to be very frustrating and aggravating, not "fun" at all.

Third example is the one that led to my post. I go to retrieve the other key from Daggerfall, get the key (after repeatedly being detected and having to kill werewolves and such), then escape through the sluice(?) as directed by the NPC, only to end up in a special instance of Daggerfall that's teeming with unkillable guards, lamp-carrying sentries, and citizen NPCs who attack me and raise the alarm as soon as I get anywhere near them. Sure, there are "hiding spots" scattered around, but the area is so dense with guards, sentries, and hostile citizens that reaching one without being spotted in nigh impossible. And if you do get spotted and go jump into a basket to hide, you just get immediately spotted again as soon as you climb out to try to find a way out of the area. And then when you find a way out, it's "stuck" and you're told to go find another way out near the gate. Except the area around the gate and the bank is so crowded with guards and sentries and hostile citizens, not to mention the barricades that block you from anything that looks like a possible way around to the quest marker, that you're bound to get spotted over and over again no matter how much you sneak and how many times you hide in a basket until the coast looks clear again. I finally just said "<snip> it" and made a dash for the quest marker, except I couldn't interact with it because I'd been attacked by an unkillable guard and couldn't keep from being atracked long enough to be allowed to interact with it. So naturally all of the unkillable guards swarmed around me and killed me. So not only am I dead, but the quest is tellingvme that I've failed, I lost the key, and now I'm supposed to go back to the Thieves Den and repirt my failure. After having been killed. Hey, it's lucky for the Thieves Guild that I can be killed and resurrected over and over and over again, am I right?

That was the point at which I said "<snip> this <snip>" and just logged out of the game while still dead and shut it down.

I also had a hard time solving one of the puzzles in the underground library, which eventually made me go look up the answer to it (which I hate doing), but once I saw the solution I realized there had been an auditory clue I'd failed to pick up on, so that isn't something I have a gripe about. And I thought it was funny that when I looked up the answer, the person who'd written it up had "solved" one of the other two puzzles incorrectly, whereas I'd figured out the correct solution right away. (Think of the puzzle canal in Vivec City in TES3: Morrowind and the correct solution should be pretty obvious.)

With the Nowhere Key quest, I killed the ghost NPC but the quest registered it as if I had failed the quest, but then when I went to get the second key it registered I had already gotten one and just skipped an entire section of the quest. But with my luck, I triggered the guards escaping and lost the key, but luckily I had plot armor so we ended up finding one anyway