For the most part, I'd say A Link Between Worlds (hereby abbreviated to LBW) improved heavily upon the foundation laid by A Link to the Past (hereby abbreviated to LttP). For instance, despite LttP's massive-feeling world, the progression was very linear. You needed to do everything in a very specific order, at least right up until you beat the first dungeon in the Dark World.
LBW, on the other hand, encourages exploration, especially once you have access to your arsenal. Even at the very beginning, before you have access to even a basic weapon, you can explore most of the map while it's populated with only basic, non-threatening enemies. You can often tackle problems in whatever order you like. The only "choke points" I noticed were at the introduction, getting the Master Sword, and the final dungeon. (I think the entire Hyrule part may have been more linear than it seemed, but the fact taht it felt so open is quite a feat.)
At least part of this is accomplished by a new character, Ravio, and his item rental system. Basically, rather early in the game you have immediate access to basically every tool you need (hookshot, bombs, ice rod, etc)... for a small fee. You can keep rented items until you die, meaning that if you never die then you basically get to keep them forever. All such items use up energy, which is measured with a purple bar. It's similar to LttP's magic bar except that it refills automatically over time. This eliminates the need for finding/buying bombs and arrows while also preventing their overuse. With all of these tools at your fingertips from the start, you basically have license to explore the entire realm top to bottom, discovering secrets, collecting collectibles, and generally getting used to using the tools.
One of the most notable updates is Link and how he interacts with the world.
In LttP, Link's only apparent connections are with his uncle (who dies), Zelda (who gets kidnapped shortly after he first meets her), the priest (who disappears, presumed dead), and Sahasrahla. The townsfolk of Kakariko Village are largely unconcerned with what's going on in the rest of the realm except for a few overzealous ladies who call the guards if they see Link, since he's officially a wanted man. Link takes on his task almost completely alone, with just a little help now and then from Sahasrahla. He risks his life and saves seven generic maidens who are apparently descended from some ancient sages, all out of what I can only assume is a simple sense of duty.
In LBW, on the other hand, Link has much more solid ties to the various NPCs in the game. He's an apprentice to the blacksmith, and a lazy one at that. The people in town are familiar with him. You get to meet each of the sages and form a connection with them before they get captured. Also, this game's "dark world" is more than just a grim mirror of Hyrule's landscape; it's an alternate dimension, a Hyrule with a slightly different past, complete with alternate-reality versions of many of the NPCs you met in Hyrule. This new investment in the people of Hyrule was definitely one of my favorite changes. (That, and the fact that the name of the alternate Hyrule is a pun that would make me proud.)
The game is pretty difficult to put down, partly due to the fact that basically no matter what you're doing, whether it's conquering dungeons or just exploring and finding secrets, you always feel like you're accomplishing something. That sort of rewarding gameplay can be addictive, as the game is quite aware: sometimes when you save the game you'll get a message suggesting that you've been playing a while and that perhaps it's time for a break. The message lingers on the screen for a second or two, and can't be skipped.
LBW is a far more accessible game than LttP, by which I mean it's easier and the dungeons are shorter. LttP could be very rough, and the dungeons were often long and grueling. In many ways I appreciated LBW's more bite-sized dungeons, yet there were a few dungeons that I finished and left me feeling dissatisfied, like there wasn't enough substance there. (A notable exception was any dungeon that featured the Wallmasters, which LBW handled superbly.)
Another thing I'm a bit iffy about is this new thing Zelda games are doing in which the villain is a strange, effeminate man, apparently meant to be off-putting and odd, like evil Tingles. Are Ghirahim and Yuga part of a trend? Hrm...
A few final observations:
First, I think it's kinda funny how merging into walls is a brand new power, yet almost every dungeon was designed with that power in mind. That sort of internal inconsistency bothers me sometimes, but who cares. Wall merging is a fun mechanic!
Also, I'm pretty sure that Gramps in Kakariko Village (the one who sets you up for Streetpassing) is the Link from LttP. My evidence: from what I understand LBW takes place about 100 years after LttP. According to the Rumor Guy, Gramps is over 100 years old or something, yet he still does things like one-handed hand stands and the like. Also, in the end credits, while showing scenes of how everyone's doing post-ending while playing the standard ending theme, when it cuts to Gramps the music suddenly changes, briefly, to the overworld theme. Thin evidence, I know, but I think it's quite cool regardless.
Conclusion
A Link Between Worlds is a very fun Zelda game, much more straightforward than any of the recent console ones. Not that Skyward Sword or any of the other ones were bad, but they were huge investments in time. A Link Between Worlds is a mobile game, through and through. Whether that's a good thing or not is hard to say, though for the most part I found the bite-sized (for a Zelda game) dungeons and such to be more convenient than disappointing.
A Link Between Worlds is currently one of my favorite 3DS games. I even played through it twice: once like normal, and then once again on Hero Mode for the challenge. It was fun both times, and I found several new things during my second time through, even though I thought I had been very thorough.
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