Well in DD dont have enought penalty, except for the final levels, because in the game you need to find things, complete challenges, "defeat 5 mutates" or something like that, "find 3 chest" and that, only with scroll and a little map in the left telling you what is the path you alredy did, of course, there some party members there some help, like thief who can see the traps in the ground, and if the challenge is hard and worth many time the game give you a campfire so you can rest with your characters and try to dont get stress, because in DD if you have HIGH stress they start getting bad things, the game is a rpg, you choose what to fight and what moves do every character but if have so much stress is like a Pokemon who dont wanna do nothing or worse, because can affect your party members, and that, and if you forfeit, dont have enough health, or something like that, they can retreat but get enough stress by dont complete the task, but in the final dungeon (this is very hard) you cant return, any of your party need to sacrifice himself to let everyone run, and of course, that give more stress, and the game give you enough chances to dont have stress, pray to god, eat in a bar, have fun in the bar, gambling in the par, and something like that, I reccomend you to play "Darkest Dungeon"is a really great game, and have so much to offer, including mods.