There's a lot of talk about a game's "challenge".
I think real challenge is a game which challenges you to improve, something that forces you to become a better person in order to surpass it. Not a game that just requires quick reflexes, trying over and over until you time it right, or trying everything until you happen upon the correct solution, or requires you to read a FAQ to solve sole obscure puzzle.
I'm not saying I don't enjoy that form of stuff to some extent. I've finished notoriously hard games. I got through the "hell" level of Cave Story, and even made "hell" levels in my own games based on the idea. I finished Super C for the NES. One of my favorite games is the danmaku / bullet hell game Shoot the Bullet. I go for high scores in cactus's games and Ms. Pac Man and tons of other high-score based games. I got to Gannon in the first Legend of Zelda game for the NES, without a sword. I beat every high-score that came with the SNES game in Super Punch Out!!. I finished the notoriously random "open the map, open the bucket" game Shadowgate on the NES, without a FAQ. I finished TMNT on the NES, I finished Persona 1 for the PS1. But I wouldn't call that type of stuff challenging, because it isn't. That type of thing doesn't challenge anything other than your persistence and ability to jump through hoops. Real challenges challenge you more than that, but games that have those types of challenges are rare.
A real challenge, for example, is to finish your first game, or to successfully market it. Those are types of challenge that require creativity, gathering empirical evidence, hard work, and rational thought. The "challenges" in games are entirely different in type than real-life challenges, "hard" games don't demand much out of a person, and what they do demand it doesn't make *sense* to demand.
It makes little sense to enjoy the kinds of challenges in games (even though I do enjoy them from time to time), because those challenges are completely artificial, utterly unlike real-life challenges, and do not impart any skills that are applicable to real life. There are exceptions, there are some games that do impart valuable skills and challenge you in the ways that life challenges you -- Chess helps one's long-term thinking, FPS's probably make you better at aiming and shooting guns, and so on. And dealing with the frustration of "hell mode" challenge probably helps develop one's patience. But most game challenges are usually of the trial and error and persistence sort, the time-wasting sort, not the thought-provoking and genuinely challenging sort.
I'd like to see more games with challenges akin to the challenges we face in real life, but I'm not exactly sure how we can do that yet. I do experiment with it, though.
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