What is the worst kind of day in your job in software engineering?

As others have pointed out, a 'bad day' as a software engineer is really just a long and/or frustrating day. If I get home and tell my wife that I had the worst day, it usually means that I was trying to fix the same bug all day long and I made no progress. Either I still have no idea what causes the bug, or I think I know what causes it but I have no idea how to fix it. Spending 8+ hours in the office with nothing to show for it is very disheartening.

A software engineer has one of the most comfortable, office jobs, so it's never physically unpleasant (unless you drink too much coffee, or you don't get up from your chair every hour or so!)

Similar to the other Eric who answered, for me, a bad day is when I spend all day trying to fix something, and the problem was right there under my nose. I feel I wasted the entire day on something simple. Fixing problems (software engineers call them bugs) is a rewarding process, but can be very frustrating as it may not be easy to diagnose what's wrong, or reproduce the conditions to make it happen.

Another kind of bad day is when I have been working on something for a week or more, and am then told that the manager or other higher up has changed their mind about what's needed. Again, I feel I wasted time contributing something that no one wants.

Software development can be very frustrating, and the worst kind of day is one where you feel that you did not make any progress on the particular problem that you are working on.
But it is a great feeling when it all finally falls into place, and you nail down a solution - that "aha" moment is one of the big payoffs for me as a software developer. And often the more frustrating a problem is, the bigger the sense of accomplishment when you finally get it.

The short and honest answer would probably be the overtime required when deadlines hit you. Sometimes you end up staying up all night working on a project just to finish it on time, sometimes you work the entire weekend, sometimes you have to cancel all your plans because you have to work.

One thing to keep in mind is that this does not happen as much in established companies that have a good process for both costing of time it would take to finish features or project and have actual concern for their employees' well being. I have had to pull multiple all-nighters while working in a startup environment since there are less engineers, less time, and more expectation. When I started working in more established companies this pretty much stopped.

Obviously it helps when you learn to time manage and time cost things better in both a startup and an established company but there is much less room for error in a startup environment.

It really depends on why people are in software engineering and what they want to get out of it. Since I'm just starting out in industry, I feel like the worst day is when I'm stuck in meetings all day and I'm not able to make any forward progress on the project I'm working on. Being stuck on a frustrating bug is probably the worst since it is up to you to fix it.

Releasing software containing a particularly bad bug will lead to a very unpleasant day at the office in a software engineering career. The user is unhappy because they are not getting the functionality that has been promised to them; the developer (and his/her management chain) is unhappy because they caused code with the bug to get out and make customers unhappy. During these episodes, you are running against the clock trying to get a bug fix out and it feels like the clock just runs faster that day. It feels even worse and stressful if the bug causes data loss or corruption for the customer. In such cases, the onus is on you, as the developer, to release the bug fix as soon as possible and to also restore the lost or corrupted customer data as soon as possible. Depending on the severity of the bug, your mistake might mean a sleepless night not just for you but also your colleagues who will need to work late into the night to fix the code and the data. You feel really bad at those times since you feel responsible for the pain caused to a lot of people.

For me the worst day is getting close to a deadline and finding a difficulty bug to solve. You want to solve the problem to meet the deadline so you end up getting tunnel vision. The worst part is if you solve the problem and it turns out to be something trivial. But like illiya said if you plan correctly you should not run into these problems too often.