Oh I have a lot of stories like theses...
Monster Hunter (FU) - Didn't realise I could use items with the the weapon unsheathed with the sword and shield.
Fallout 3 - Flashlight, water drinking and companions besides Dogmeat. Oddly enough, when I learned these things, I continued to not use them until NV where I went around with Rex and Boone, the water stopped being irradiated and...Actually, I still don't use the flashlight
Bayonetta - Halo Farming eluded me for a while so I was unable to get a hold of Alt weapons and the accessories
Dark Souls - A lot of Dark Souls was this for me; Kindling being one example. And what's this about double estus flask or something?
God Eater Burst - I just learned, literally minutes ago, that I could command the rest of my party by pressing select twice. Would have made multi-boss missions a lot easier...