In the Halo series of games, humanity always seems to find itself in seemingly hopeless situations, but always manages to get itself out of them. It is a great message that tells players that so long as there's hope, there's still a reason to fight instead of giving up.
While every game does a great job of sending it, there is one in particular that does it best: Halo: Reach. To understand why this, rather than something like Halo 2, Halo 3, or any other entries within the franchise that seem like a better choice, we must first go through a quick summation of its plot.
The story revolves around the titular planet of Reach, the last line of defense for Earth against all of its threats. However, humanity's greatest enemy at the time, the Covenant, manages to locate it and immediately proceeds with an invasion meant to wipe out all of its inhabitants.
To try and stop this from happening, a squad of brave Spartan soldiers known as Noble Team takes up arms against them. They become the hope that everyone believes can overcome the Covenant invasion, and they do everything possible to ensure that Reach doesn't fall and humanity lives on.
In a setting like that, you'd expect a typical narrative that involves the good guys winning to live to fight another day. However, what Halo: Reach does, to the likely surprise of many who are new to the franchise, is that it shows everyone that not every fight can be won.

You, the player, get to witness firsthand one of the greatest tragedies of humanity: the fall of Reach. It is a situation where there is only one inevitable conclusion, and that is Covenant succeeding in its attempt, much to the dismay of those who have to live through it.
Players are taken through numerous scenarios where they witness Noble Team, along with others caught in the fight, desperately doing everything possible to survive what's to come. To really hammer home the feeling of hopelessness, the game offers glimpses of humanity potentially overcoming the situation, only to shatter that possibility not long after.
The best way this is shown is through the actions of Noble team, as time and again, what they do to try and help ultimately ends up being meaningless. A perfect example is when one of the members, a Spartan named Jorge, sacrifices his life to destroy a Covenant Supercarrier, only for many more to appear, making his last act feel worthless.
As the story progresses, there will be many more similar scenarios. Nearly every member of Noble team ends up losing their life one by one, even with their amazing talents, armor, and strength. If not even humanity's best shot at winning can do the job, it makes it feel that there's no point fighting if there's nothing left to turn the tide.
Even with such a dark and depressing inevitable outcome, Halo: Reach still manages to perfectly deliver the message of not giving up. Again, this is seen through the actions of Noble Team. Given what they went through, it would have been perfectly understandable if they chose to cut their losses and run, as the Covenant would surely succeed in destroying Reach. However, they decided to stay to search for anything that would help humanity survive, and that made all the difference.

And it is because they continued to fight rather than accepting defeat that the fall of Reach can also be seen as the catalyst for the eventual destruction of the Covenant, aside from being the greatest loss in human history.
The reason for this is that, due to Noble Team's willingness to soldier on, despite losing members left and right and understanding the bleakness of the situation, they found out they could do one more thing before losing: push through a large number of Covenant forces and deliver Cortana to the UNSC Pillar of Autumn and its captain, Jacob Keyes.
That one final effort is the smallest ray of hope for ensuring humanity can continue, and that was enough to tell them victory can still be achieved through loss. After they succeeded with the delivery, it sets up the events for the first Halo game, and given how the ending of that game and the ones after it turned out, it's safe to say that Noble Team successfully allowed humanity to survive and even come out winning in the end with its final act of bravery.
With all that said, it should be clear now that among the many games in the Halo franchise, Halo: Reach is the best game in sending the message to everyone that giving up should never be an option, as there can still be hope to be found even in the most devastating failures and losses. As long as it exists, fighting is worthwhile even against the odds, and victory will come eventually.
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