I don't think I've ever quit a multiplayer game because it was too difficult. To me, it is a challenge to get as good as the people that keep beating me down. In the past I've found myself primarily playing servers with those who play the game competitively (and do well competitively), and that can be a real challenge, but it doesn't drive me away. This happened in Combat Evolved (PC), BF1942, and CoD4. What eventually came of playing those strong players, though, was that I became good enough at the game that I could basically go into any server I wanted and tear people apart. Yeah, it wasn't particularly thrilling to see the constant 2-30 games that I had to go through to get there, not to mention the fact that my CoD4 KDR was broken beyond repair, even after I started consistently getting 60-10 games. Still, sticking with it ultimately led to me being a better player, and I enjoy seeing that progression.
Now, there are places I absolutely refuse to go, partially to save my sanity, and partially because I know my drive to do better will cause my work ethic to plummet. Counter Strike? Nope, not after the horror stories I've heard of new players trying to get into that game. Any RTS? Yeah right. Not only are they highly inaccessible just in their mechanics, but the communities are often determined to make them even less accessible. UMVC3? Absolutely not, as I don't find it enjoyable to lose within the first three seconds of the match because the opponent goes into some infinite combo.