When winging it is not an option.

The Atari 2600 is known for it's mostly pick up and play aspect. Most of your pac-man clones and space shooters require no more knowledge than collect the dots/money/etc and kill everything in sight. However, there are some titles out there that are just impossible to fully understand without a manual.

Off the top of my head, here are some of mine that I'd be lost without actually reading the instructions.

Dolphin (i could not figure this one out at all, which is probably why i hated it when i was younger)
Dragster (alright a sweet-looking racer let's burn rubber...VVVVVVVV-POP!! ....wtf?)
E.T. (you can kind of figure out most of it on your own, but not ALL of it)
Mangia (after reading the manual, i only hated the game even more)
Raiders of the Lost Ark (you can only get so far without reading the manual)
Riddle of the Sphinx (you're not supposed to "throw rocks" at everyone, for starters)
Star Raiders (even with the overlay, i didn't fully understand what i was doing)
Swordquest series (the manual lets you know you're wasting your time LOL)
Wizard of Wor (took me YEARS to realize my game wasn't broken but that i needed the right controller plugged in)

what else gave you trouble before reading the game's instructions?