I always play new games slowly, trying to explore and experience as much as possible. Sometimes I find posts in blogs and forums from players saying “I finished game X in only a few hours, such a bad game!” Then why did you play it so fast? If you play only to finish a game so much is lost and never experienced. There is so much more in games (at least most) than mere finishing them. For me, it is the long journey of walking, driving, jumping and so on in conjunction with experiencing the game’s environment, challenges and tasks that IS the goal, not to see “The end!”
The explorative play style can of course be a bit repetitive from time to time, especially if you have the urge or need to really check everything many times during a playthrough. Some games, especially the more diverse ones, makes you go back if you really want to see everything; you have to get back and see if that door which was closed earlier on is open now, or if the shop suddenly have stocked up on the item they didn’t have earlier in the game. These go-back-and-check features of games can sometimes be a little boring or be felt as they don’t add too much, but hopefully the developers have added real value in going back and re-check these things. The obvious ones are new areas you cannot enter in the beginning of the game because you are too weak or inexperienced, then the usual solution is mostly to put up a door/”wall” that you get the key for later in the game. This is a solution I can live with, since it let the developers give you glimpses of what is to come later on at an early stage of the game, thus making you wanting to come back for more. Getting glimpses of what is to come have always been high on people’s most-wanted-list.
If this feature or part of the game is not too well made though, then the need to go back and check every little detail of an area can become almost irritating, when there is no hint at all what is needed to open that door. This might make the player end up having go back and forth many times and wonder “Hmm, I wonder if THIS key can open that door I saw 20 hours ago?” This is usually the mark of a not-too-good game…
Playing the explorative way can actually give you more of the game than the developer first intended, at least if you progress in a not thought of way. This is of course not so easy to do, but you can strive for it by for example not taking the obvious path. If you come upon a cross road and are unsure which way to go, the intended way is almost always painted in brighter colors or is brighter than the “wrong” / “do-not-go-there-now” paths; you can check this out in some games, the “correct” path is quite often brighter which of course talks to our subconscious that wants to stay in the light hence making it easier to spot enemies or seeing the way forward easier. So if you are up for some exploration then take the road that is not so well lit.
Experiencing all the extras and secrets that the developers put in the game will give another experience to the player than if you “just” play the game from A to B and finish it. Games with some kind of story usually have different levels of depth, depending on how high you want to fly or deep you want to dive off the main story. A perfect example of this is The Legend of Zelda: Majora’s Mask where the “normal” story is like a very good adventure game, but if you play it to solve all side quests (i.e. getting all masks) you will first of all be faced with many new and cool challenges and you will also be rewarded with excellent additions to the main story. When you go for the end of the game after finding all the masks and solving the side quests the final challenge (on the moon) will also be different, thus adding even more to the game and your experience!
If you feel like playing the game quickly that is of course fine, but try to play it explorative next time; this is actually a good alternative: first playing the game quickly to get a feeling of the main story then at the second playthrough you play more explorative, trying to find and solve everything that you didn’t do the first time. This way of playing (i.e. two times, first quick, then slow and exploring more) can perhaps even give you more than playing explorative from the beginning, since the second time you will know about what happens later in the main story and thus can relate to earlier story inputs and side challenges in another way.
Play the game as you want, but if you want more from a game, try to “use” the game as much as it can give you. If you just run through it there is a big chance you are missing some “gold pieces”!