I was playing Dishonored not too long ago, and I found something really interesting.  One of the many reasons this game is one of my favorites, is the deep customization of your HUD.  I wanted to do a little experiment.  I went through and turned off all items on my HUD.  What resulted was quite shocking to me.  The game felt more fluid and real.  Now instead of a graphic popping up telling me what to do, I just… did.  The game forced me to internalize the controls, which granted, can be kind of scary and frustrating at first, but once you get the hang of it (in about 15 minutes or so) you’ll find a much deeper and personal experience.  Now the developers aren’t spoon feeding you.  A sword is on the table?  I better pick that up.  As opposed to, *get close to table* *see pickup prompt* oh, I better hit “x” here.  There’s someone on the other side of this door?  I better peek through the lock to see if I can get past him.  As opposed to, *approach door* *two prompts appear* *”x” to enter, “hold x” to peek* I better hold x and see if a bad guy is in this room.  Just look at the difference of these two scenes and decide for yourself which one you think feels more natural:

But what does this mean for game design?

Well, you have to realize how long games have been set up this way.  In fact, I bet a lot of hardcore gamers would have a hard time adjusting to the idea that you can’t see how much ammo is left in your clip.  The opposite side of the fence argues this: imagine your experience if you weren’t burdened with checking your clip status every 10 seconds?  Certainly, you do need time to figure out the controls, quite a bit of time in fact.  I performed this test after having played many many hours with Dishonored.  I know the controls like the back of my hand; this could lead to some biased results.  So, I plan to do a test with Bioshock Infinite, a game that I’ll have no experience playing.  By timing myself and seeing how long it takes me to learn the controls of a triple A title, we’ll see how plausible it is to take away a gamers HUD.

But how would you work around no HUD in your implementation of feedback?
The best and most realistic way to give a player feedback, is to have natural stimuli impact the character in such a way that grabs the gamer’s attention.  Instead of flashing a message on screen that you’re burning from a fire, just have an animation of the character model that implies, “hey, you are on fire, you might want to figure out a way to put that out before you burn to death.”

My Suggestion
I believe that there is a very simple answer to all of this:  start the player off with full HUD and tutorials and the like.  Then, as they progress through the game, slowly, one by one, remove each piece of data until there is nothing left between the person and the world they are exploring.  It’s great that Dishonored lets you adjust these settings, but many people hate digging through menus and tweaking the controls.  Let’s not destroy their chance at a deeper experience just because of that.