The mainline Pokemon games are not difficult. You might even describe them as "big dumb baby games for big dumb babies." I know this because I've done and I'm a fan of the series. They're so easy most of them can be beaten by using nothing but your starter pokemon for the entire game, bar the occasional HM slave to let you get around the gameworld. This is how many younger players start off playing the games. In terms of gameplay, failure, or the threat of failure, is basically a direct result of a game's difficulty or challenge. When a game doesn't present enough challenge to create the tension of possible failure, players will often turn to nondiagetic restrictions on their gameplay to artificially insert it.
For Pokemon, one of the most popular forms of extra challenge is doing a Nuzlocke run. The Nuzlocke challenge was invented by Nick Franco in 2010, popularized by his webcomic detailing his very first run, and named after his Seedot who he drew to resemble John Locke from LOST (it died). In a Nuzlocke, there are 3 main rules. First, if a Pokemon faints, it's considered dead and must either be released or placed in a PC box, never to be removed. If all your Pokemon die, you fail the whole run. Second, the player may only catch the first Pokemon they encounter in an area. If they defeat it or it flees, they lose their chance to increase their roster. Third, all Pokemon must be given nicknames to increase the emotional bond with said Pokemon to make them less disposable. There are many potential 'clauses' a player may choose to enact in order to raise or lower the difficulty. Some examples would be a 'dupes clause' that states that you aren't bound by the catching rule if you already have a Pokemon of the same species, not enforcing the rules until the player gets their pokeballs (effectively the end of the tutorial/prologue to each game), or using the 'set' battle style (which makes it harder to consistently use advantageous Pokemon with no risk). There are also other, less common, 'clauses' can make the challenge even more lenient or severe.
What's most intriguing about the fact that the Nuzlocke challenge exists is what it says about players' relationship to failure. More than just wanting simple challenge added to their games, some players want a chance to genuinely fail. Because the 3rd rule encourages players to become attached to their team, it's clear that Nuzlocke players don't just want to lose the video game, but have chances to lose things of real (if minor) emotional weight. The next question to ask, and one that would likely take a full paper and some bonafide research, would be about how players understand failure they inflict on themselves versus how they understand failure inflicted on them by design (whether that's a punishingly difficult game or just one where failure is a near inevitable outcome like in SPENT).