This something I've been considering lately too in terms of my music. My instinctual answer is 'never.' As a kid, my parents lamented the fact that I seemed to quit everything. One example that sticks in my mind is that I was good at football (soccer), and often went to the local academy to play/train, but I quit that for reasons unbeknown to me now. My parents finally put their foot down when I tried to quit Drums after 3/4 years, and essentially said that I was not allowed to. In hindsight that is exactly what I needed as it has now evolved into something that encompassed my entire life.
However, I am left wondering about the implications of those days on my values now. Music is the only thing that I have a foothold in and that I'm am actually somewhat good at. It is the only thing that, in terms of my direction in life, I have never quit. As a result, I feel quite a lot of pressure to succeed. My parents have supported me endlessly, I am in a masters in composition at a good university, and everything around me suggests I have some potential. Yet, I am often in a limbo where I feel like quitting but at the same time the values my parents have instilled fight back.
Honestly, I'm don't think I'll ever quit. The other day kleinbl00 wrote: "Luck is being in the right place in the right time. Skill is dwelling in the right place as long as possible." That really struck a chord with me. I don't think I'll ever feel as if i've spent enough time dwelling in the 'right place' to be able to affirmatively call it quits without a experiencing a sense that the puzzle was not yet complete.
Now in terms of games, I agree with the sentiment of your blog post entirely. I usually play a game on it's hardest setting, but as soon as I stop enjoying myself, or I feel removed from the game because of its difficulty/inanity, I have no hesitation in setting it to a lesser difficulty or looking up a walk-through. Unless they've got the mechanics just right like, say, 'Super Meat Boy', which is frustratingly difficult yet endlessly playable, I have no interested in angering myself simply for the honour of saying I completed it on 'hard'.