>>714444227 (OP)The game in the screenshot is Super Mario Sunshine.
During certain stages of Super Mario Sunshine, you have Yoshi as a companion. If the player allows Yoshi to die, you are unable to complete the stage and have to restart it.
The overlaid message is from The Elder Scrolls III: Morrowind, and is shown to the player if any story-critical NPCs are killed, encouraging the player to reload their save game or they will be unable to complete the game's main quest.