Should I address all my research experience in my personal statment? I'm an undergraduate applying for PhD in engineering, and I've been involved in 3 different research projects. The first project is rather unexciting for me, and I chose not to ask the professor for a letter of recommendation. But I still worked on it for about 8 months and did some solid work (no publication though). As I do not intend to work in the same area for my graduate study, I don't want to talk about that project (have to keep the statement concise!), but will it seem weird if there's a research experience in my resume that's not mentioned anywhere else in my other application documents?
A personal statement is not a narrative version of your CV - rather, it's a description of your research interests, and how what you have done before helped shape those interests, and how they leave you qualified to start graduate school to pursue those interests.

If some of your experience turned out to be a dead end, and it doesn't fit said narrative, there's no need to include it.