I'm an obsessive, which I why I love PC games. Not only do PC games tend to have better loot and inventory systems to appease my inner packrat, they also allow for frequent game saving in a way that consoles, to my knowledge, have yet to embrace so heartily. To me, on-demand game saves are paradise, because they mean that I never have to fail. My character can be flawless in his quest, each mishap erased from history by a quick trip to the load menu. No setback cannot be surmounted by simply retracing my steps for a little while.
So when I tell you that I killed Dogmeat, I want you to understand the impact that this had on me. I had become very fond of him both for his willingness to absorb bullets while I shotgunned our enemies in the face and for the companionship that he offered in some of the creepier settings of the Fallout world. I protected him whenever possible, kept him out of battle when it seemed necessary, but when he jumped into a horde of ghouls as I picked them off from the doorway it never occurred to me that anything was wrong. As the battle turned against him I tried to call him back to me and away from danger by exiting the building. This was my first mistake. I had woefully misinterpreted the workings of the game, and was met immediately by a notice that "Dogmeat has died" as ghouls piled out of the door I had just come through and ran after me. I went to reload and found that a) my departure from the building had triggered an autosave, which meant that my nearest load point would not rescue the mutt and b) the next closest save was 3+ game hours prior.
I spent a solid five minutes debating the choice: to continue without my only friend in the Wasteland, or to rehash half a night's worth of gaming just to keep him alive. In the end, I couldn't justify backtracking that much, and I slaughtered the ghouls with a grim sense of vengeance before moving on. After this, I had to put the game down for nearly two days, trying to put that sense of failure behind me.
Upon coming back to the game, I was struck with a thought. Most stories incorporate loss and setbacks as essential parts of the narrative. Was I robbing myself of a rich story by avoiding all negative progress for the sake of perfection?
I'm trying to loosen up my play style now to incorporate this attitude of "it's all part of the game". I will admit, it still grates my nerves a bit to continue on when I would normally call up the load screen. In the end, though, I'm hoping that the story I've played through will be a better one for the effort.
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I've faced those decisions as well... I don't know if I would have gone back or not, but I know that in my Fallout 3 experience, my badass character let dogmeat die whereas I went out of my way to keep him alive as my goodygoody guy. I enjoyed the badass' progression a lot more just because I didn't end up redoing things (which can be its own form of punishment in some cases).
I think playing for perfection can be great sometimes. Achievements and Trophies often reward that sort of playing moreso than just flying through the game. But it's also great to just let the game unfold and, as your title says, roll with the punches to keep things moving and really challenge yourself.