Back in the days of NES the games were hard not becaufe of the skill level of the game but instead that most games didn't feature some kind of saving feature at all. When you died/lost, it was for good, back at square one. That meant a loss was more severe that it is nowadays with thousands of checkpoints and "all-time" saving features. Even when you die, you wake up 5 metresaway from your last position, so who cares.
Shovel Knight is one of the rare exceptions that I really liked to play. It's very true to the old games with some exceptions. It saves only btween levels, so you either finish what you started or do it again another time. It has no lives unlike said games, so son't except a game over screen. It does feature however checkpoints but only on some rare spots in a level, so you have to work hard to rach one. In most cases you die exactly BEFORE a checkpoint. What the developers did there was really nasty, they put really dangerous obstacles right in front of the checkpoints just to mock the player. Evil geniuses indeed.
You can make it even harder for yourself, if you liekt to do so. You can DESTROY said checkpoints (only some or even all) and they don't count as checkpoint anymore, so when you die, you will either go back to the last intact one or back to the start of the level if you destroyed them all. What you get for destroying a checkpoint is rather low (you get soem money but really tiny bits not worth the effort), so it's all about the challenge. And Shovel Knight is such a hard game that a tiny mistake can kill you.