The Souls series is the king of this. Dark Souls has shitloads of mechanics and entire areas that can only be discovered by experimentation and following player messages. For example, in DSIII the brilliant mechanic of pressing and holding down on the d-pad sends you instantly to your first quick use item. How are you supposed to figure that out? There's just endless things like that. For example, how you're supposed to enter the DLC in DS1. Or how the Pilgrims of the Dark covenant is found in Dark Souls II. Or how you're supposed to find the Purging Monument in The Ringed City. Or how Vagrants spawn (I have around 200 hours in Dark Souls 1, and have never encountered one. I only know of their existence from videos). Or the absolutely nightmarish conditions for most of the endings of Dark Souls III.
But Demon's Souls is perhaps even mightier in this regard. Two words: World Tendency. It's not exactly hidden since it is referenced in the game, it's just never explained how it works. Having the wrong world tendency can lock you out of NPCs, items and so on. Trying to manipulate it requires a wiki, you simply cannot figure it out on your own.
Another one, while not exactly hidden, is being able to arm and give followers gear in Skyrim. I mostly opted for solo adventuring during my first Skyrim quests, but bugger me it would have saved me some inventory management headaches if I'd known about it earlier. The game doesn't purposely hide it from you, it just never says you can do it.
Oh, and The Binding of Isaac, especially the Rebirth version, is an absolute swamp of this. Collect 3 Guppy-related items, and you become Guppy. Collect 3 fly items and you become Lord of the Flies. Use The Bible in either Mom or Mom's heart boss fights, and get an insta-kill. Using bombs on the angels in angel rooms is the only way to access Mega Satan. Hell, like half of the game is trying to figure out what most of the items even do. And the ultimate, utterly bananas beyond batshit hidden mechanic: the conditions for unlocking The Lost. They're so complex I can't even begin to explain them.