e.g. I created an Erudite wizard (who could not see in the dark) and insisted on leveling up in Toxxulia forest, the default "newbie" zone for Erudites. It was dark there, even during the day, and pitch black at night. I kept my monitor at the calibrated brightness level because I didn't want to "cheat". Monsters of an appropriate level were spread out and often hard to find. A troll NPC roamed the forest and randomly killed players. I spent many hours getting lost (and killed) there before leaving the island, only to discover the comparatively easy newbie zone that stood outside Qeynos, a short, safe, free, ship voyage away.
The game was full of stuff like this. If you wanted to do something, there was usually a very bad way to go about it and other ways that were much better. Finding those gave you a sense of accomplishment that was far sweeter than mere levels.
Modern games tend to be more balanced so you can be assured that, however you're doing something, there probably isn't another way to do it that is vastly easier unless you're doing something really weird. This "wastes" less of your time, but somehow feels less realistic. In real life, different strategies for doing things are seldom equal.