To answer the question of the op though, I enjoy a number of different games. I've played shooters, rts, rpgs, tycoon games, and a couple of mobas. I've also played mmos but I guess I've lost my patience for them in recent years because I don't really play them anymore.. used to play Runescape and a couple of other browser based mmos all the time back in the day.
I got really into Xcom 2 for a good while at one point, but I definitely couldn't play it unmodified as that game would be too brutal for me otherwise. Had to download cheaty mods that made the game easier for me, such as giving me more starting resources, extending the Avatar program's progress bar so it doesn't proceed as fast seeing as before I did that that gave me a lot of anxiety because if you don't progress fast enough to counter it then the aliens will succeed with their Avatar project and I didn't want to find out what would happen if they did seeing as the game hypes it up as a "game over" situation. I also downloaded a bunch of solider class mods, which made my soldiers more powerful so it made the combat much easier.. which those mods are meant to be used in conjunction with mods that make the aliens more powerful too but umm yeah no, not interested in those.
Even with my heavily modded game I'd still have to contend with the game's strangely coded accuracy system where you can have a high % chance to hit and still miss somehow.
Funnily enough I think I had the most fun, and spent the most amount of time in that game, playing "dress up" with my soldiers and making them look cool before sending them off to fight the aliens and seeing my cool custom soldiers in action. Due to this I ofc downloaded a bunch of mods that add more customization options to the game, and I had themed playthroughs as a result like using mods that added "lore friendly" customization options, ones that added modern military gear as customization, and I had one where I was essentially playing Halo in Xcom 2 because all my soldiers looked like characters from Halo.
Oh yeah and I also cheated via "save scumming", as you can save at any point in the game (unless you play with ironman mode on) so if something happened on a mission that I didn't like, such as a solider being killed, I'd just undo it. Which yeah yeah yeah, I wasn't playing the game as intended and was cheating a lot but again if I wasn't cheating via mods and save scumming then I wouldn't be able to play the game at all. Heck even with all that I'd still encounter times where I had to quit due to the accuracy system repeatedly screwing me over, or in one instance I royally messed up by falling behind on researching upgrades for my soldier's gear so the aliens tech eventually surpassed mine and made the game pretty much impossible even with my cheaty mods and save scumming.
That tangent aside, to answer the other part of the question regarding games I couldn't play due to anxiety or other issues...
Any "soul's like" game, since those games are intestinally designed to be challenging and anxiety inducing I definitely couldn't play them and thusly haven't touched them. I feel like if I tried I'd "rage quit" not too far into the game due to how unfair those games can be.
I can watch others play the games though, which can be entertaining, especially if the player is good and knows what they're doing in those types of games. I know eventually you learn the patterns of the games through trial an error and can learn to dodge, parry, etc the attacks but that requires a lot of patience and a lot of dying so umm yeah, definitely not games for me at all.
I guess I can add other games here too that are designed to be challenging by design, as I don't think I'd have the patience for that and would just quit before I can get to the point of learning the mechanics and patterns of the game.
Granted I haven't tried them but I feel like I also might have issues if I were to play a survival game that's on the harder side, where you really have to conserve your resources as they're much more limited and hard to find as I dunno if I'd be able to conserve my resources well enough so I'd have to regularly deal with the anxiety of "crap I don't have this necessary resource now because I wasn't conserving it well enough! I'm doomed now!"
Oh and games with permadeath, I don't think I could do that because I'd probably be rather upset to lose all that progress and have to start over again.
The exception to this is certain roguelikes, which yeah do have permadeath, but I have found enjoyment in a few roguelike games.. such as Gunfire Reborn, as an example.