There's two for me.
The 1st one is Indianapolis Super Speedway. I knew it was a classic track with a lot of history but was in the mindset of "how hard can it be" just like someone else mentions above about driving ovals. That all changed when I, for the first time, drive an HSO made 1973 IndyCar around the track, it's far from easy. But with that said, the more downforce you have, the easier it seems to me so the more modern the car I've driven since, the easier it is, compared to that 1st time '73 Machine....
The 2nd one is Targa Florio. Having only seen pictures of it I finally got the chance to drive in in rFactor with the Voiturettes (50's Grand Prix Machines) and boy is it a wonderful place to drive. I understood that it was a difficult place to race but not how difficult it was. The men and women of yesteryear were either brave or maniacs (or a bit of both) to have raced it for as many years as they did...