Long ago, I was 8 years old and playing through the horrors of Castle Wayrest. I finally found what I was looking for! The painting! .....Only to realize I never set a recall spell. I spent the next 5+ hours going back through and trying to find it. I knew if my family found out I was playing until 6am on a school night I'd be in huge trouble. Just as the sun was coming up I managed to stumble out. I was never prouder of myself as a kid and despite being tired as all hell at school I kept a smile on my face the entire day.
Honorable mention: the first time I escaped Privateer's Hold and didn't know about fast travel. I wandered in the dark snowy forest until I saw the lights of Gothway Garden illuminated in the distance. I can't put into words what that felt like.
What's yours?