Sonic Heroes: I loved Sonic Adventure 1 and 2 to death. Then I played Heroes, and I hated it so much that I've never picked up another new Sonic game that came out after it. It burned me that bad.
Pokemon Coliseum: What I was expecting was an upgraded Pokemon Stadium game with better graphics and 3rd generation Pokemon. What I got was an entirely new story-based game. I didn't find the snag & purify gameplay fun, and, in the end, all I wanted was just a simple single player battling and tournament simulator where I could upload and use my own Pokemon, rather than be stuck with whatever I can manage to capture from other players. IIRC there was local multiplayer that worked more like a traditional stadium type game, but at the time I didn't have any friends who were into Pokemon and lived close enough to play local multiplayer, so that was out. Just like Sonic Heroes, it burned me so bad that I never bought another Pokemon console game (Battle Revolution, XD/Gale of Darkness, Pokemon Channel, etc.) again.
Pokemon Conquest: Another Pokemon spinoff game! I was so excited for this game before it came out... as a long-time fan of Pokemon and games like Fire Emblem and Final Fantasy Tactics, I thought the concept was ingenious. I could say a lot about this game, but... to make a very long story short, it didn't live up to my expectations. I played through the main story all the way (mostly because it's short), but I don't think I've ever been so disappointed by a Pokemon game. My hopes hadn't been set as high for Coliseum, that's for sure.
Heroes of Might and Magic 4: My experience with this game was a lot like my experience with Sonic Heroes. I bought, played, and loved HoMM2. I loved HoMM3 even more, so much more, that it made going back to 2 hard. HoMM4 was such a drastic and baffling step backwards, that I was shocked. The graphics were so much worse, and there were really odd gameplay choices... for example, I really hated that building certain buildings locked you out of others while building your castle. Like Sonic Heroes, I hated this game so much that I've never played any other HoMM game that came after it in the series.
Kingdom Hearts 2: Probably a somewhat controversial choice, but as someone who straight up adored the original Kingdom Hearts, I just did not find myself enjoying the second game. Levels were too long, I didn't like the choice of worlds (especially Tron world), and by the end of the game, I just had to sadly admit that I wasn't having fun anymore. Like some of the above games, I was so burned out by this installment that I never played another Kingdom Hearts game.
Street Fighter 5 Champion Edition: I wanted to try a new, contemporary fighting game, but the truth is that I just can't mesh with 3D Street Fighter.
Bubsy 3D: Yes, I bought this game. I didn't know anything about it at the time... I just saw it at the video game store and remembered how much I used to love the original Bubsy on SNES. Needless to say... I was not pleased with what I got.
There's probably more, but these are the biggest offenders for me...