2 of my favorites of all time. Final Fantasy VIII and Morrowind.

Final Fantasy VIII, to my knowledge, never once tells you that enemy levels scale. This wouldn't be a problem if you never grinded fights (for exp, AP, items, etc). I think the intention was that you would never need to grind so you never would (the game is actually super easy). But people do grind, and you can level up very quickly if you want to.

Morrowind just drops you into the world, for better or worse. There are some prompts to familiarize you to menus. But that's it. Most of the basic functions are self explainable. Except fatigue. Fatigue affects everything you do. And you won't realize that it's the reason whatever you're trying to do isn't working. Most players get frustrated and quit because they can't hit anything with their weapon, not realizing it's because their stamina bar is drained.