I have one that makes only a little bit of sense because of some lost in translation issues.
I didn't use the Shuraba from Bayonetta because it's description confused me. From the Game's wiki:
A living katana, pulsing with the heart of Ashura, the demon god of war. Always seeking blood, the blade will even suck the very souls out of its victims
Why I didn't use it: Shinobi on the PS2. IF you played Shinobi, you would recognize it as a 3D successor to the original games, going so far to also being incredibly difficult. The game's weapon, Akujiki, is your katana and main weapon. Borrowing the description from the wiki:
Akujiki has consumed the Yin of men since ancient times. If left unfed, Akujiki will eat away at its wielder's soul."
What this means is that the sword steals your health unless you keep attacking baddies throughout the game in consistent ways (Combos mean more health per every little fight you get into), otherwise, it is possible to lose the level by having your health sapped out of you, so in some way, it's like you are constantly bleeding out and you need to bandage yourself throughout.
Because I knew Bayonetta and Shinobi were both Sega products, I thought the game was going to pull the same tricks as the last game, and because of that, I didn't use it until some time late in the game, and when I did, I told myself, "Use it once, and after that, remove it from my weapons list". Come to find out it doesn't drain your health. Damn, the game got so much more fun and much easier after I found this out.
Sega, for future: Don't tell players the weapons will drain health unless they actually do. It makes games much harder than they have to be!