Yeah I don’t like banging my head into a wall either. What I mean by enjoying getting lost is being in a dangerous area where I don’t know how to get back to safety. It’s a mini adventure within an adventure to figure out how to escape without dying.

One game I play, Dungeon Crawl Stone Soup, has a built in mechanism to create situations like that: shafts you can fall down that put you into an unexplored level that’s deeper and more difficult than the one you were on. It’s pretty effective at creating these mini adventures though fans of the game complain about them all the time.