Like this:

"Hey, that the climbing challenge may have been a bit extreme."

Having broached the subject you need to talk about [agency][1], 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#73532 (which is close but not an exact duplicate):

>To qualify as a informed decision there has to be:

>1. Two or more alternative actions the players can take that move them towards their goals (whatever they are)
>2. Each of which has a risk/reward/cost profile known to the players
>3. 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.


  [1]: https://en.wikipedia.org/wiki/Agency_(philosophy)