Navigational Aids
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Maps, either in the world or in html pages
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Info signs as in Nintendo's Super Mario 64
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Info signs scattered through the scene
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Info pops up when you click on or go near a sign
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Sounds can be used to draw the user over to an interesting area
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Paths through world can be shown with texture maps or geometry
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"Follow the #ffff00 brick road"
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Can be subtle, transparent hints