Most of the games I played back in the day had some way of resuming your progress at a later date, whether that was an actual save system, a password system, or even a hidden warp zone. What were you supposed to do for longer games that had no way at all of resuming your progress after switching the console off? Get good enough at the start of it that you could play the game faster and eventually complete it in one go, or just leave the console on overnight and continue the next day?
(and yes, my Mega Drive is currently sitting powered on because I couldn’t think of a better way to keep my progress)
I got an NES shortly after it came out and only found out in the last few years that you can hold A when pressing start on the Continue screen to start over at either the level or stage you died on (forget which).
We only had Super Mario, Duck Hunt, and The Legend of Zelda for years. You just had to get good. I had hand drawn maps, diagrams, and notes for everything.
The Legend of Zelda was, as far as I’m aware, the first ROM cartridge-based game with a built-in save feature.