You don’t have to guess about whether you solved a puzzle in The Witness: the game will tell you. You don’t have to guess about whether you aimed correctly in a shooter: the visual and aural feedback will tell you.
Sometimes, the environment will communicate this feedback more implicitly. For instance, you might think that your running and jumping skills are strong, but a carefully-placed gap between two ledges might quickly demonstrate that you don’t have the timing quite right yet.
Explicit challenges like the previous example might be specifically placed by game designers, but more generally, the entire game environment is designed to reveal gaps in players’ mental models. Players take some action, expecting some outcome. Then the game presents the true outcome, giving players the opportunity to notice the delta. Good games ensure that players can’t accidentally believe that their model is correct.
Contra Most explanatory media make participants run their own feedback loops.