1. Ulysses by James Joyce
I tried to read this when I was sixteen simply because a boy in my English class that I fancied said he was reading it. I got to 200 pages and realised I couldn't recall anything that had happened. I didn't know who any of the characters were or what they had done up to that point. I didn't want to go back to the beginning again to try and ascertain what was happening, so I gave up. I realise that plot probably wasn't all that important to the author [he was much more interested in elaborate metaphors - though I couldn't tell you what those metaphors were about without the Cambridge Companion to James Joyce] but plot is important to ME. If you are interested in reading a book that uses the narrative device of stream of consciousness, try Virginia's Woolf's Mrs Dalloway instead. It is at least possible to understand what's going on in that book.
2. One Hundred Years of Solitude by Gabriel Garcia Marquez
I had the same problem with this as I initially did with The Hobbit; namely too many similar names and too many characters. I'm not saying that every book I read needs to have only a few characters in it for me to enjoy it [I love the Harry Potter series after all] but if there are lots of characters I need to care about the majority of them in order for to me to gain pleasure from the book, and I didn't care about any of Marquez's characters.
3. The Fry Chronicles by Steven Fry
This book started out so well. Fry's time at Cambridge was so interesting, especially his introduction to Hugh Laurie, but after he graduates, the book just becomes a forum for him to drop as many names as possible, and it gets incredibly samey.
4. Magic For Beginners by Kelly Link
Now this book was incredibly well written, and I initially thought that I would enjoy it a great deal, but it was actually so creepy I couldn't face another second of it after reading four of the stories. It left me feeling disturbed and on edge for weeks. I don't think it's meant to be a horror book, but the stories in it were very insidious, they really crept into my subconscious and left a mark on it. Don't like thinking about it even now. Not for the faint hearted.
5. Inkheart by Cornelia Funke
Again, I had high hopes for this book. I love a good fantasy read and Funke certainly had a good idea for a story [the protagonist has the ability to bring characters to life just by reading] but it was poorly executed. The book was incredibly repetitive [indeed, it felt like she kept recycling the same events every few chapters] and very clunky [perhaps it was just a bad translation?] and slow paced, which is difficult to forgive in a children's book.
What books have you not been able to finish? Or do you finish every book you read?