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People give Ico and SotC a lot of flak for their rather austere attempt at story and gameplay but to me it makes a lot of sense.

You don't have to worry about the illusion of freedom if there is only one possible thing to do.

The gameplay is entirely designed around doing that one thing.

There is no one to distract you or even make you feel as if you have a choice in the matter making your goals and your avatars goal one in the same.

The desolate atmosphere reinforces the idea that you are alone and seek freedom from that (getting out of the castle or reviving your loved one)

Not to mention the wonderful emotive animations of our generally rather mute protagonist which helps us connect(not entirely mute they say a few things but not enough to distract us).

If game designers married the idea of the story with the gameplay and visuals it's possible to have a great involving experience regardless of very little plot being told because your struggle for freedom is the only portion of plot that matters in such a well designed context.  Not saying that all games must be that way just some arguments for why I believ that style works so well.