If we're talking of situations where its all up to the player's intellect, then no help should exist. Like in combat situations. You know your abilities, and what they do. Just execute them as you think is best. If that doesn't work, don't blame the game; blame yourself for not devising a proper attack plan. What, the creature is immune to something? Remove the immunity, or attack with it something which the creature is not immune to. Simple.
If such a situation were to arise in a game the player should be informed to some degree as to the challenge he is about to face. For instance, a cutscene revealing several NPCs attacking a monster's 'weak spot' might help the player to figure out what he's up against. Even a voiceover from a 'communications device' of some sort from an NPC back at the base (in the case of an FPS) instructing the player on how to kill the monster would be of great help. The best way to do it would probably be to include some sort of in-game manual within the homebase's monster database (assuming it's a game with such a location) with details on how to injure certain monsters, weak points and all that.
A perceptive player would take the trouble to go through the in-game information and use that to his advantage while an idiot would probably have difficulty with those monsters, not having read the data provided to him during the mission briefing. A couple of good games which provided this sort of detailed information were Operation Flashpoint and Rainbow Six 3. They were really helpful to the player but in no way did they hold your hand in the way that some games do, by providing in-game, within-mission support. The way that the information was presented in these couple of games is probably the most ideal way of handling the information aspect of combat.
It's really annoying to play certain games where the monster's immunities (e.g. an immunity to fire) isn't listed anywhere in the game and can only be found out through the use of fire against the monster and the lack of success. This, I think, can prove frustrating because in most cases the player would be forced to reload if the monster was too strong. It might make sense if the monster was a 'magma golem', then the player, within the first couple of shots of the firebolt, would recognise the ineffectiveness of his weapon. On the other hand, if the monster's an 'ice giant', and your stinking fireball doesn't work then something's definitely wrong with the game design.
One of the things I like about Sacred is how your character makes occasional comments on how effective or ineffective his weapons are against the foes he faces. For instance, if he's wielding poison weaponry, he might comment that poison is completely ineffective against the undead. He'll also comment on how his armor isn't equipped to take damage from fire attacks, if he's attacked by a barrage of firebolts. As a player playing the game for the first time you might not know what equipment is best against fire attacks, so this sort of in-game information is really quite helpful.
The only games that can truly get away with not providing detailed information are those penny arcade games like Raiden which rely on dollars worth of retries for you to figure out how to defeat the boss enemies. For what it's worth, those games make a lot of money and it is through trial and error that they manage to do it. For the PC (and arguably some console games), that sort of gameplay will simply prove TOO FRUSTRATING for the gaming experience, which shouldn't always be about trial and error. I'd probably be sick to death of the Rainbow Six games if the only way you could know what to do was to play maps through several times due to 'hidden sniper spots' or something. Thankfully, the Rainbow Six games don't suffer from such design flaws.
I can name one game for the PC which does, though: Soldier of Fortune 2. The only way you could get through most of the maps was if you reloaded hundreds of times due to the abundance of 'hidden snipers' in locations that you wouldn't expect, who were 100% accurate in their shots and the only way to take them out was if you had played through the area before, several times. That game was simply too annoying to play.
It's nice to know that the worries people had about Far Cry possibly suffering from the same issue were quelled with the inclusion of a set of BINOCULARS within the game which help you to detect enemies and aid in creating a set course of action before you proceed into the fray. It's this sort of information that helps to provide a much smoother, more intelligent gaming experience. An intelligent gamer would certainly realize to use all the information (or methods of gaining information) at his disposal in order to ensure his survival, much like a soldier would in real life. It doesn't 'baby' the player, nor does it force you to reload over and over again.
That said, Far Cry is a damn good game.
