This one isn't the worst experience ever, but it's still fresh in my mind and is completely my fault.
I was playing Europa Universalis IV with my friend. The goal was to have a nice, relaxing first game where I would do the brunt of the heavy lifting as Castile and protect him as he learned the game mechanics and strategies as Portugal. The Iberian duo are both states that start out pretty well off and can easily grow into power-houses. Plus they're in a great location that affords touching on almost every mechanic in the game, whether we're talking the Religion mechanics, Colonization, or big European megawars!
Up above you can see the starting position. It's not bad.
And we started off pretty well. For the first few hours, we expanded into Morocco, made friends in Europe, and generally had a good time.
He allied with England, which is a normal thing for Portugal to do, and then the inevitable Anglo-French war broke out. It always does, one way or another, the 100 Years War always picks up and continues onward. If the Surrender of Maine event doesn't cause it, something else will like the French deciding they want Normandy or Gascony back under their control.
He had nothing, really, to contribute to the war. Portugal at game start isn't capable of supporting a large enough army to contend against the infinite power of AI-controlled France, and England's AI isn't smart enough to know how to actually fight the war against France in a way where it can win.
Still, he was safe and secure behind the big yellow wall of Castile. So he joined the war. The Portuguese navy is big enough to stop the French fleet from landing troops, and even then, France wasn't likely to bother sending their ships near his territory with the British fleet roaming at will along the Atlantic seaboard.
Then, I thought to myself, hey, I could use some money. One of the mechanics in Europa Universalis IV is the ability to rent your army to another state as mercenaries (called Condottieri in-game). So I rented my army out to England. The plan was to move into the South of France and loot everything, then go hide my army when the French came calling.
It was then that I realized I'd forgotten a mechanic because I'd never encountered it in all the times I'd exploited the AI with Condottieri mechanics. I'd given the French military access through my land when I rented out my army.
So now I got to watch, essentially helplessly, as forty thousand French troops, and their coterie of vassal armies marched right through northern Spain and poured into Portugal like some wine filling a glass. Within a few months the entire country of Portugal was painted blue. I didn't get a screenshot of the situation, but I did recreate it with the power of MS Paint for you.
And that's the story of how my friend's first learner game of EU4 went, and why I spent a couple days feeling like an absolute heel.