The only time I have ever stopped playing a game because it was hard was Ninja Gaiden for the XBOX. I don't have anywhere near the amount of time needed to get good enough at this game to beat it. If you haven't played this game, I recommend getting it (I got it for $4 at EB), but I doubt you will finish.
Most other "walls" I've ever encountered have been because I'm not good enough at the game and I can play a few more times and figure it out.
Last, speaking of God of War, in the challenge of Atlas, if you pull the lever 3 times (hey, I was trying to figure out what it did) before moving the big rock atlas is holding, it gets stuck. Little did I know this, so I saved. I went forward a bit, saved again. Got the crank thingy and saved again (over my last game save from before the lever got stuck). So, I go back and can't progress. I had to restart the game from the beginning... that sucked.
That's not really a "wall" though, that's just the game being a buggy piece of crap.