You Have to Win the Game is a retro 2D game heavily stylized to resemble an 8bit NES release.
The player controls an unnamed character and navigates it through the labyrinth in a medieval castle. The game is set in a largely open 2D world, in which the protagonist can move in every direction. There's no side-scrolling, and each section of the world occupies exactly one screen. To help the player to distinguish them, the sections have names, often comical, such as "Nice of you to drop in."
At the start of the game, the main character can only run and jump. After the player reaches a certain level, however, the game unlocks additional movements. The protagonist can eventually learn to bounce off the walls and perform double jumps. Nevertheless, the player cannot fight or otherwise defeat the monsters, such as bats and snakes he or she encounters. The only option is to avoid them. There are also collectibles like money bags, but they do not influence the gameplay. Their only role is to provide a 100% walkthrough achievement.
The game features intentionally pixelated visuals to resemble an 80s arcade. It is accompanied by 8bit sound effects and occasional chiptune music. There's even an option to emulate a CRT display. The game uses a very limited amount of 8 colors, although the player can choose to switch to a 16-color palette or to change the default colors.