The one thing I can’t stand about rpgs like Skyrim, etc. is that you start off as a normal common folk and one or two hours into the game you are already killing dragons and besting professional soldiers. I am not saying that we have to practice for years to be able to take on a guard, like in real life, but killing somebody to get to that stash of gold has to feel like a major achievement, not something you do with your eyes closed. In Skyrim there was no reward for developing your skills other than pretty graphics, and the price of failure was always a reload away. I don’t think reloading should be banned of course, but there should be an option at least to make dying permanent and more importantly to make it so that when you die, you actually suffer some kind of penalty on your character. That way you wont engage in battle just for the sake of it and see if you can actually make the kill… if you cant, no matter, reload. The game should make you respect, like in real life, whoever you are fighting, because even if you think you are really good, the other can still kill you.
I agree with this, games are TOO easy nowadays
I’m feeling you guys as well. I think an issue is that game developers want that “oh shit” moment and they want plenty of it. I would like to see it start like I am a normal blacksmith’s son, then to develop into those moments of a couple of hours. It’s like any quest in D&D if anyone has played. 
In mount and blade warband you have an option to not begin able to reload a save that you made hours ago. So whatever you do, you can’t undo. Unless you die of course. It’s basically autosave and not having the option to save and then load it. It’s either save and quit or nothing.
And there is a mod in skyrim that makes it so that when you get injured in battle you get a penalty like lower stamina or movement speed. Stuff like that. You’ll heal over time, but after that axe to the face you don’t just skip out of there with a smile on your face.