This thread's title just made me think of how I always feel like I have trouble starting a new game. Continuing a game I'm already invested in is usually the easy part, but getting past that first hump is the problem. It's the slow buildup, and sometimes hours of tutorial that prevent me from starting something, because I just wish I could be in the grove right away.
Even if it's not a fault of the game design itself, it's a fault in myself because I still have to learn the mechanics of a game. Fighting games for example don't really start off slow, I can jump into fights right away if I wanted to, but I'm gonna suck at it.