I had it recently with A Link Between Worlds. I walked around and around the map for ages, not knowing what to do or where to go, and when I looked at a guide it was just a wall I had missed that I could merge with and cross a gap. If I hadn't looked at the guide I might have put the game down and never continued with it.
There are a couple of spots like that in A Link Between Worlds where it's just not obvious how to get somewhere (like the one inside the Sanctuary or that you have to go through that mine to reach). I'd didn't find the final battle particularly obvious as to what you needed to do at the start of it.
Majora's Mask... that game is just about unplayable without a guide, though. I played through it when it first came out on the Nintendo 64 and liked the story and masks, but hated the huge dungeons, stray fairy collecting, and wonky mask controls. Years later, I got the 3DS version and found that I was just following step by step with a guide as to not missing something and have to redo anything. Once I realized this, I just stopped playing the game as it was becoming too tedious.
Most Zelda games aren't like Majora's Mask, though. I generally only need to use a guide (or rather, a checklist) at all to keep track of the locations of heart pieces that I've collected.