For me I have four.
My first worst game was when I started a new Single Player game and by turn 2 my star had gone nova and I was out of the game. Quick and easy.
The second game was the Star Trek Final Frontier (I) where I started on a moon. That did not work out well for me.
The third was when I joined ond of CK's game and took the pirate trait without understanding what that meant. My bad.
I let everyone down.
The Black Nova game I joined was interesting but it sucked horribly for as I took over an empire on the verge of being anihiliated by a hostile neighbor.
All of these games althought ultimately dissapointing, were fun while they Lasted.