"Hey, that the climbing challenge may have been a bit extreme."
Having broached the subject you need to talk about agency, for which a short definition can be:
Players making informed, meaningful decisions that have foreseeable consequences.
To reiterate my answer from http://rpg.stackexchange.com/questions/73520/how-do-i-make-engaging-man-vs-wild-encounters-that-arent-excercises-in-rolling/73532#73532How do I make engaging Man vs Wild encounters that aren't excercises in rolling dice? (which is close but not an exact duplicate):
To qualify as a informed decision there has to be:
- Two or more alternative actions the players can take that move them towards their goals (whatever they are)
- Each of which has a risk/reward/cost profile known to the players
- None of which is obviously superior to the other(s).
The problem with this challenge is that you had no alternative action that moved you towards your goals - you could persist in going forward and take damage in pursuing your goal or you could go back and abandon your goal. There may have been others but perhaps you or the DM were not imaginative in finding them - in my opinion there should always be 3 ways the to overcome an obstacle, the obvious, the not so obvious and the downright crazy.
Since you have no choice then this is just a single obsticle to be overcome: one Athletics check with damage if you fail. Move on to the next real decision.