Nothing is more exhilarating than the anticipation of winning. That is until you make that one small mistake, and it causes you to start over. Don't worry; it's not the end of the world; you can always try again and learn from your errors to beat the level.
Game events such as a win or lose condition will alert the player of their progress. The game has to have some way of guiding the player about what action they need to take next to replay the level or move on to the next one.