It happened in Ocarina of Time in an early dungeon. There was a room with a stick in it. Near the door was two torches, one lit, and the other unlit. I remember trying all kinds of things to get out of the room, and nothing was working. The weird moment came when my roommate walked in and started offering suggestions.
"You should grab the stick and light it on fire, then use that to light the other torch."I walked over with stick in hand and to my surprise -- and unlike games I had played before it -- the stick caught fire, and I was able to use it to light the other torch. It may sound incredibly obvious, but truth be told, I wasn't used to games following physical logic and convention. I so expected some peculiar game rule to be explained to me that using natural law to solve a puzzle was an almost game-breaking curve ball. It really opened my eyes to new possibilities.
"That won't work."
"I dunno. You can't just light sticks and light anything on fire with them."
"Ugh, fine. Let me show you."
The same situation is less likely now that physical puzzles are far more common, but there are still times when my preconceived notion of how something should control or play really get in the way of an experience, that might be fine without my gaming baggage.