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Like most of you I'm sure, I like to just dive into projects sometimes. I get a great idea for a game, or game dynamic, and jump in and try and make it work. Now as fun and as "Open Ended" as that can be, there really is no advantage to doing things this way. Sure you can amuse yourself and program exactly what you want, when you want, but in the grand scheme of things, it doesn't get you anywhere.
Planning a game or project is not only essential to completing anything that is decent in size, but it is also necessary to make sure you don't work in circles. I cant tell you how many times I have re-written hours of code or spent time modifying things that should have worked in the first place, all because I failed to plan my project completely, which brings me to my next point.
Planning a game doesn't mean creating a storyline, it means getting every tiny detail of the game onto paper. Now there are multiple avenues of planning...Some like to simply do a game design document, which outlines the dynamics of the game and how it should function. Others take it a step further and create a full-on technical design document, outlining every minor detail of everything in the game, including the specifics of how it should be programmed. For bigger projects, the latter is usually essential.
Overall, Planning is an extremely important part of game design, the better you plan, the faster and more efficient the game-making process becomes...So plan your stuff!
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