Why? The Guild Wars Henchies are notorious for being unhelpful, even if they're a high enough level to keep up with you. They're not exactly useless, I'll admit, but I've found that it's sometimes easier to survive while playing solo than it is to lug around a bunch of knuckle-headed fools with swords.
Strategy Games in General: Speed is inversely proportional to power. The most heavily-armed soldiers tend to move like slugs, while the lightly-armed scouts can run like the wind and break if anyone pushes them gently.

Tomb Raider: you don't need muscles to play Indiana Jones.
And boobies do pay.

Many Games: The best way to get a girl to like you is to repeatedly drag her into life-or-death situations. Whether she's fighting by your side or just being rescued (again), she'll appreciate the courage you show when you prevent her from dying... instead of noting the fact that YOU are generally the reason why she is in danger.
Many Other Games: the best way to get a guy to like you is to do a strip-tease of some sort for him once (and only once!). Afterwards, you need to throw yourself into life-or-death situations repeatedly. Instead of being annoyed with your suicidal tendencies, the man will become increasingly enthralled. If necessary, you can drop the strip-tease, but this technique more effective if you include it. However, you should be wary; if you ever actually have sex with him, the odds that you will die in the near future will triple.
MDK 2: You are never safe, and you are never permitted to relax. As soon as you stop to take a drink and think you're doin' fine, aliens will come to destroy the world.
Half-Life: Garry's Mod: Physics only apply when you want them to.
Disciples: If you think your life sucks, it's probably the fault of your gods.
Disciples II: Having a god to support you is vital if you've got any imperialistic ambitions. People who don't have gods to back them up tend to be conquered a lot.

Jade Empire: Having to test your unarmed combat skills against a wrinkly old smiling man is bad, but having to test them against people who are already dead is far, far worse.

Through Double Dragon, I learned that people flash and then disappear when they die, and that falling in any pit or water is grounds for instant death.
Ultima III taught me that <Bribe>ing authority figures makes them go away.
Ultima IV taught me that pride is not a virtue.
Space Invaders teaches one to shoot where the enemies are going to be, not where they currently are.
Super Mario Bros taught me that objects must be jumped over or walked under. They cannot be walked around.
Jones in the Fast Lane was kind enough to teach me that happiness lies in becoming the local factory's General Manager and that all other career paths lead to dissatisfaction and game over.

Harvest Moon series: Girls like pointless shit and if you were to hit them with a hoe they would never tell you to stop (Kidding, I never treat my gf like that. =/).
God of War: Many GREEK women in pairs are whores.
Gears of War: Anything that lives has more than 1000 gallons of blood alone in there cranium....(I might be exaggerating just a bit.)

Runescape: The average life span of any city guard is about 3 minutes.
Dead Space: You can hear in space.
Fallout 3: Ghouls are people too, except fugly as hell.
Turok: Jurassic Park did it better.

Overlord : now you know where the Gremlins went after the movies.

L...O...L.
New ones:
Fallout 3: Yes, in the future Coke will be replaced by nuclear isotope containing drinks.
Septerra Core: JRPGs need a fucking MAP that is helpful.
Almost every MMO: No matter how much your parents tell you it doesn't work, grinding will get you to high places. (It's a stripper joke. HOHO!)
Wii Sports: I am a fatass mentally.

Farcry - Parabolic rates of fire is a way of saying grenades get lobbed in an arc. Actually helped me pass a geometry test.
Harvest moon - Women are shallow and do nothing but make babies back in the old farm days.
Heavy Gear - Making mechs is awesome!!!!!!!!!!!!! And autocannons sound + look cool!
Total Annihilation - Morals of cloning/consciousness transference alone with the issue of differing opinions in two political parties leading to war (makes me wary of democrats + republicans doing it in the future)
GMod w/ Spacebuild - Physics roolzers + I am a very good engineer and need to hone my talents in college (taking SAT's soon for engineering college)
AVP2 - My 2 favorite sci-fi baddies are even better fighting each other with Space Marines in the middle! Sadly the resulting movies didn't pass muster.
Starcraft - Balance is indeed possible in a game.
Splinter Cell Chaos Theory - I am a sneaky SOB in real life and it came to notice on the multiplayer Spy vs Mercs when I was top spy on the net for XBox Live back when it was new. 3 mercs against me alone and I would kill them. No mercy break his neck!
Hitman Blood Money - A virtual how-to training manual on coming clean from murders in the 3rd world.
Jagged Alliance 2 - Damn I wish I was a merc so bad with the training I received. Money is an asset to get more assets, AKA guns+ammo!
Starship Troopers: Terran Ascendancy - The only good bug is a dead bug! Kill them, kill them all!!!!!
Galactic Civilizations 2 - Politics can be a b!tch, sometimes it's easier to glass a planet than negotiate a trade deal. At other times treaties are more convenient than warfare, so go easy on the instinctual trigger finger.
Tetris - Patience is a virtue and the L-blocks are dickheads.

That time is passing way too fast to not play them (in general gaming, I mean).
More specifically:
[DOOM]: That a chainsaw isn't only good for what it was made for.
[The Elder Scrolls IV: Oblivion]: That sometimes music is about the only thing worth it in a game.
[Warhammer 40,000 series]: That there are games out there in which there's absolutely no signs of "good guys", and they generally kick ass.
[Half-Life]: That simply waking up one day and going to your job is still the best way there is to experience the most improbable things in life.

Assassin's Creed 2: Apparently people WAYYYYY back in the day were too slow to notice that there is a guy inside that flying contraption, not a demon.

Absolutely Nothing ....
Sorry that was War .. My Bad

War. War Never Changes.

Fallout 2: they make drugs from poop.

Fallout 3: Killing mutated monsters such as rad roaches, mole rats, mirelurks and bloated fly and eating thereafter is viable option to restore health points.