I like to finish any game that I start, assuming it has an ending. But too often I find myself abandoning ship midway, never to return.
Often it's not a conscious decision -- something else comes along that simply MUST be played, or a shiny new or old console enters the house and unplayed/unfinished games on its predecessor are shunted aside, at least for a while.
Sometimes I remember that I meant to finish the original, and go back to it with the best intentions, only to find that I've lost my place in the storyline or the game world, and realize I'm going to have to start over and really take it seriously next time.
Other times I run into an obstacle I tend to blame on poor design instead of my own approach to the game, wherein our hero realizes that a poor decision early in the journey has made completing the game impossible. This used to happen to me in adventure games all the time, but it can occur in other genres as well. Case in point: I have reached the final level of Ogre Battle on the SNES (via Virtual Console), and after several unsuccessful attempts using various promising strategies, I finally cracked the manual. In so doing I discovered that I should probably have created some additional units back in the early levels, and given them plenty of experience along the way so they could now be powerful enough to give me a second wave of attacks. As it is, my strong units are just barely taking care of the first boss, dying off in the process, and my remaining units are not strong enough to even fight their way in for an audience with the second "surprise" boss. I can create units out of the legions of monsters I have befriended along the way, but they are too weak to compete at this level. So I am just stuck, doomed to repeated failure.
And so I have filed this one away for the moment. I really like the game, and am at this writing certain that I will fire it up again, start over and be more judicious in my management choices. But it will probably be a little while before I'm ready to invest the hours a second time. And it's entirely possible I never will.
That makes me feel guilty, but it IS just a game, after all. Sometimes it's healthy to remember that.