I love games, however if there is one thing that they fail at, it is failing. Even if we don't succeed in a game, it never really feels like we have lost anything. We never get anxious or nervous at the prospect of failing in a game, because the next chance at success is only a quick load or the next match away. There is nothing really riding on the game, so there is no fear of failure.
There are only a handful of exceptions to this, competitive Starcraft games spring to mind, but generally it is just a case of saying "oh well" and trying again. A few years ago, before micro transactions became king, a few games had an interesting idea. Basically you gambled on your own success, paying a few pence upfront in the hopes of winning a few pounds if you "pwn" in the game. This is not exactly something that I want to see more of, however it is an interesting way of incentivising playing, and in turn encouraging the player to put the extra effort in.
I know games are meant to be fun, and I like feeling cool and powerful as much as the next guy. However as good a beating a boss first time feels, perhaps if you had spent hours attempting and failing at it, then finally beating it would feel a 1000 times more satisfying. I am guessing that this is partly why games like super meat boy and dark souls have become really popular. Yes they are bastard hard, but bloody hell even small victories feel more climactic than finishing some games.
I know that this isn't for everyone, but sometimes when we play a game we wish for a little more challenge. One of the things that actually surprised me about Skyrim is how willing it is to just kill you if you aren't careful. Everytime a bear pops up and mauls me to death, I can't help but smile.