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[Panthro]

I would also mention that Arena required you to search for the right dungeons to get the staff of chaos, meaning a long trek (and lots of levelling up) to succeed.

In Daggerfall, well, you could get lost in the game world without even thinking about the main quest. You had a much slower pace of advancement also, in order to allow you time to level your character.

Mind you, both those games are older, when games were big, tough and ambitious.