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One of the troublesome facts about any game with even a smidgen of plot is that, somehow, the player needs to be reined in to that plot in some fashion in order for the game to progress. In many cases, this is easily accomplished through the actions and guidance of non-player characters, median objectives giving the player direction while preparing them for the game's greater goals, or even the physical build of the game world itself limiting the player's roaming until certain criteria open new areas up for exploration.
She Seems To Have An Invisible Touch
First and foremost, the cardinal sin of many game worlds: The Invisible Wall.
For years, game developers have had the tools to create expansive, beautiful settings, especially in games with a third dimension, that immerse the player in the world presented to them far more readily than mere cutscenes or a story blurb before you go about your business ever could.
Nine times out of ten, the bulk of that beautiful world is completely irrelevant to your quest. Rather than finding some constructive way to point this out, the game makes you smash your face into solidified air if you so much as think about going someplace where the princess/murderin'/coins/whatever aren't.
Invisible walls are one of the biggest crocks out there. If you're going to make an area that looks like it's explorable, let us explore it. Feel free to put a whole lot of nothing there so it turns out to be a waste of time and returning there on the next play-through doesn't happen, but don't make an area seem accessible if you know it isn't.
If a wall or an obstructive pile of crap seems out of place for a given setting, unclimbable slopes are an option, and I'll even forgive bottomless pits or huge turrets that blow you to bits, a la Halo 3's Sandbox multiplayer map. Anything is better than unyielding nothingness.
Get Over Here!
A variation on the Invisible Wall that's equally annoying is the "designated mission area." Mind you, it's perfectly understandable, especially in military contexts, to have a certain theater of operations which you can't leave for fear of incurring on neutral or enemy territory. Just don't, do not, automatically fail me or blow me up for getting a little lost.
Two examples that come immediately to mind are Chromehounds and Ace Combat 6. I don't know about any of you, but I am amazing at getting disoriented in the heat of battle, especially in flight sims, regardless of how good my mini-map happens to be. I could use a little more help than a colored chevron to get back on track, more often than not. This is only exacerbated if the chevron reflects your camera's rather than your vehicle's orientation, or vice versa. There's a pretty easy fix for this sort of thing, however; just a little bit of autopilot.
I guess you could count it as an invisible wall in and of itself, but in this case, such an assist is a lot less obtrusive. The best and most widely familiar example I can conjure is found in StarFox 64, specifically some of the "free-range" boss fights.
You're given a certain area in which to operate, but on the off chance you're about to leave that area? Fox McCloud is a good enough pilot to know, without your input, to pull an Immelmann and get you pointed back toward the thing you need to make 'splodey. If you're going to go through the effort of characterizing your player's pilot, driver, or what-have-you, there's no shame in making Mr. or Mrs. What-Have-You intelligent enough to turn around if there's a problem.
Hot Dog Down A Hallway
If walls-that-aren't-walls weren't bad enough, there's a similarly sinister conundrum of having too many walls. FPSes tend to fall victim to this most often; for example, a recent Podtoid cited Halo 2 and 3 as frequently suffering "go down this hallway and shoot everything in it" syndrome.
I understand that, in many cases, leaving every possible avenue in a setting open would slow things down, if not confuse the player to the point of frustration, but that doesn't mean you have to pen me in and make the sound of gunfire the only "Marco!" to my "Polo!"
If you really must narrow down travel options, do me a favor and make them contextual with the game's setting. Again, I point to the Halo series, as they seem to do a decent job with this sort of thing, even if they overdo it from time to time. I'm perfectly okay with my enemies setting up huge, impenetrable barriers to divert my progress from what could be strategically sensitive areas, like the Covenant does with their massive roadblock shield jontskies. Should I see a wee red light on a door, or get a "hey, I'm locked" buzz or click when I try to open it, I feel a lot better than just being dropped in an improbably narrow and convenient canyon, or finding that all the entrances to the rooms or buildings in the area seem to be merely painted on.
No one has ever or will ever trust Wile E. Coyote with a powerful firearm, so don't insult me by treating me like that poor, hapless bastard.
Take Me To The River
When, exactly, did falling into water, especially when you're near the shore, become an automatic case of drowning? And why is it that, for years, hardly any videogame protagonist's mother could spring for swimming lessons? Water hazards have, until recently, been pandemic in nature. While the trend is starting to turn, I still believe it worth addressing.
Anyone who's played a Grand Theft Auto game since 3 (and, really, before that) can sympathize with this. I can understand fully how launching yourself off a pier in a sports car, with nothing to land on, could end in a watery grave. But tripping and falling into a pond maybe half a foot deeper than your own height, or even taking a dive into deeper water that you could only access by falling from a structure in the first place? What a load.
Even most non-swimmers, given something nearby to grab on to, have the wherewithal to struggle toward the aforementioned something and do exactly that. It's instinctual. Failing that, is every single passerby really so callous in these games that they'll let some random schmuck sink to his death, so long as he wasn't shooting at them or running them over moments before?
Characters who can't swim should have the opportunity to at least struggle to some position where they might survive or be rescued. The Legend Of Zelda's been doing this as far back as Link To The Past, or at least implying it. What happens when Link falls into deep water without a pair of Zora flippers, or a scale, or some armor from them, or whatever the chief Zora ends up hooking you up with in a given game? He loses a little life, and pops back up on shore. Getting little wet is not the end.
And, in more sandbox-y games, would it be that hard to inject some sort of default animation for the generic bystanders, so if one's in range of your sputtering, flailing form, they reach for you and drag you back to something you can stand on?
If you're going to make hydrophobia a serious issue, at least make the water truly menacing. Psychonauts did an amazing job of this, and completely justified Raz's fears in a fairly hilarious way. And if rivers are an absolute must, is it necessary they consist of water? Lava is a fluid. So is acid. Toxic sludge, anytime. The more fantastic the setting, the easier it is to tweak things and make them validly threatening.
As much as I was a fan of deleting the ladders so that my Sims would drown in the pool, it's still stupid.
Do Not Cross
I touched, earlier, upon contextually-sensible roadblocks being perfectly acceptable. One of the issues I've had with many a sandbox game is that the elements they use to keep a player from exploring more of the world until they're prepared are in no way things that would normally stop the player's character.
The most egregious and a very recent example of this occurs in the PS3 game inFamous. Hey, awesome, I'm a superhero with all these sweet-ass electrical powers and I can mess any comer up nine ways from Sunday, but I can't circumvent a chain-link fence.
I'll assume Cole, inFamous' protagonist, couldn't swim, for fear of becoming crispy fries. And I'll let that slide, because being the toaster in the tub yourself probably sucks many times more than just being in the tub with an actual toaster. But fences? Come on.
Similarly, jumping back to the Grand Theft Auto series, I cannot begin to count the times I've encountered the various roadblocks between different game areas in vehicles that should, presumably, be able to smash right through them with no difficulty. If you're going to try and stop me, do so with something that can actually stop me.
One refreshing twist on this is the idea of making your enemies the obstacle keeping you from an area. GTA IV tried to implement this by making leaving the "acceptable" range a several-star police offense. All well and good, save for the polizei's reasons for hunting you down in that sort of case were sorely lacking. I'm just walking on a bridge! Why are you sending helicopters to perforate me?!
A better example of how to let in-game characters keep you at bay was implemented in Crackdown, and sounds like it will be making a return of sorts in the game's sequel. Rather than arbitrarily dropping walls all over the place, the game's three main regions were occupied by gangs that were progressively better at turning you into a corpse. If you wanted to survive, you had to spend some time building your Agent up in a less death-prone area until you were ubermensch enough to take on a new faction. Not only did this make sense in the context of gameplay and story, but it provided a solid form of profit in "mass murder for fun and profit."
So you see, paring an open world down is entirely possible without holding a player by the hand or punching them in the face. If only more studios would realize their players are intelligent creatures, wishing for involvement in the worlds presented to them, rather than just rats waiting for another maze through which to run.