Yeah, like everybody else if I'm stuck. But depending on the game (ie, more so if I really like it), I'll bash my head against the wall for a couple hours before looking at a guide. I'll spend a lot of time going over everything over and over before I finally look at the guide.
For example, in "Quest For Glory: So You Want to be a Hero?" you have to collect some green fur, and the obvious place is from the meeps. So if you ask the green moop about fur, he responds "yep, it's green, cool, eh?" and if you ask "get fur" it says "he doesn't look like he wants to part with it". So I spent a long, long time wandering around to other places trying to trigger getting the fur. Finally I looked at a guide and it turns out you had to ask him about "green fur". That was a big waste of time.
Another time in that same game, I went through a door in an Escher-style room and ended up in "the void" -- I was unclipped, walking around outside the level. No matter what I tried, I couldn't figure out how to get back. I probably spent an hour trying everything. Finally I checked the guide, and it turns out that was a bug, I'd left the level and there was no way of getting back. So I had to go back and restore an old save. But that's besides the point, I wasted a lot of time on that.