Frisbee
Hula Hoop
Yo-Yo
Never figured any of them out.
Kazoos.
My kids got them in some fast food kid meals, and I can’t make a sound on one. My two-year-old was laughing at me, because he gets it, and I don’t. I’m feeling really stupid now, but I still don’t get it.
Skipping ropes (or “jumping rope” as I believe you 'merkins call it).
Being an enormous, hairy, nearly middle-aged man, this isn’t much of a problem. But I remember it was sometimes part of PE at school when I was a child, andmy brain just couldn’t cope with it.
Also turning somersaults. I can’t do it.
Don’t blow into it; you hum into it.
Pogo stick.
I can jump rope backwards, but not forwards.
I can’t hula hoop or yo-yo either.
And has anyone ever actually figured out how to work a boomerang?
I think I was only ever able to manage a bit of a hoop, but never a true sustained hula.
Frisbees weren’t a big problem, nor were skipping ropes (back when I was a nipper, and much lighter, I was damn good at playing hopscotch. Used to love it. The skipping rope reminds me of that.)
But the yo-yo … Coca-Cola put out promotional ones about 35 years ago around here. Everyone seemed to have them. Flicked them around effortlessly. Me – mine would drop, and just stay there. No good for anything more than a partial yo. 
Aqua Dots.
I’ve never had a slinky that didn’t get tangled and knotted. I would try to fix them but then there was always a huge un-slinky part right in the middle. They also would never make it down a full flight of stairs.
I could also never get those click-clackers going right. I’m not even sure what they are called- they were those sticks with two plastic balls fixed to them in a triangle shape. By spinning them in some way they would bounce back and forth. I only managed to spiny them around in a circle.
I suck at frisbee and I don’t think a boomerang should be within a hundred feet from me as you would fear for your safety and your kitchen windows.
I don’t know if it is considered a “toy” but I can’t bat. I think I hit one ball in my lifetime and it was a foul ball. In the neighborhood I was always the leftover that the poor team was stuck with.
Rubic’s Cube! I could never solve one!
Absolutely: I had a great one when I was about twelve – nice and heavy. Not only could I get it to return consistently, I could bring down a running sibling at 30 yards.
Which was a bad thing to do, obviously (although the lump on his head went down after a few days). I got away with it though, because, as Dad said: “You can’t aim a boomerang”. 
Roller skates/blades. Too many skinned knees and brushes with certain death.
ME!
I have four of them!
With one of them, I can get it to return to the exact spot from where I threw it.
I have never once played with a hackey-sack succesfully. My friends sometimes ask me to join the circle, only for me to send the hackey flying over a fence.
I had a pair when I was 12, and I loved to roller blade. BUT. I don’t have arches in my feet, and my roller blades were molded plastic with a bump where the arch on a foot usually is. They were quite painful and blister-inducing. I also ice-skated once and really enjoyed it (except for the excruciating pain in my feet). Imagine a random bump molded into your shoe where there is no bump in your foot.
This also makes my feet turn outward like so, so the one time I tried skiing, I couldn’t slow down or turn (both of these motions requires turning a foot inward), so I just fell down every 10 feet or so to get safely down the hill. This was a painful and laborious experience.
Wow. I think you win.
When i was younger we had a few aborigines come to our school and try preach some shit about how hard done by they are. Then they tought us some dancing stuff, how to play the digeradoo and how to throw boomerangs. With a proper boomerang and show how to use it properly it was pretty easy.
A Skateboard.
Tried one when I was very young, and promptly fell off (breaking my wrist in the process), never to try again.
I still have a very old wooden / metal-wheeled skateboard - I wonder if it’s worth anything…