Back in the day, there were lots of video games that wouldn’t let you save at all, or that only let you do so intermittently. With the first sort – games like Super Mario Bros. on the Nintendo – you just had to get as far as you could with the lives you started with and won along the way. With the second sort – games like Final Fantasy VII on the Playstation – you often had to spend a lot of time or do something difficult between one save point and another.
More recent games have generally allowed players to save at any point, which makes it much easier to try the same small difficult step over and over again. This allows for ever-more-cautious play: darting around one corner to defeat a single opponent, rather than crashing through an entire level. The style of play this can encourage is similar to the risk-averse style characteristic of single-player gaming in general.
The ultimate extension of this trend would be a game that includes a ‘time bar’ like a DVD, and where you can simply click and drag your way back to any previous point in the game’s chronology. That would eliminate the danger of making a false move that commits you later to an unwanted path. Of course, the game would either need to split into two branches every time you went back and played differently, or it would need to discard everything you did after the point on the time bar you returned to. Either approach could produce some interesting game dynamics.
Interestingly, unlimited save points can also lead to attempting riskier behaviour as a test to see what happens. In the no-save games, minimising risk is crucial if you want to survive.
It depends on the game dynamics, I think.
There is no risk-free way to beat a Mario game. You just need to try each level until you make it.
More complex games, like the Civilization series, would definitely require a low-risk approach, if saving were not an option.