Example one: You are given a key. The key could possible work in one of four doors in Cyrodill. You know were the doors are, but getting to them might be a bit of a pain. There will be work involved. Bloody work. You get the idea. Now you might get lucky and find the right door on the first try. Or you could not find it until the fourth try, after hours (real life, not game time) of searching. Are you frustrated?
I, personally, would see that as immersive. Tiring, but immersive. What do you think? (There would be hints as to which was the right door, but some people might not get the hints).
Example two: Oblivion journal entries tend to be rather ... helpful. "I just found the moth-eaten potted plant in the Tiber Septim Hotel. I'll bet Mothra has just invaded Cyrodill. I should go immediately to the Gilded Carafe to buy an Elixir of Termination, known to be the only thing that will kill Mothra." Or ... you get the idea.
I prefer the Morrowind variety which are more realistic. "Today I noted something has been eating the leaves of the plants in the Tiber Septim. Something ... big. I might want to be on the lookout for insecticide."
Those are silly examples. The point is: I find complicated, riddle driven quests, intriguing. Think Blood & Mud. Do you? (Just trying to get a feel for the line between difficult and outright annoying).
~ Dani ~