When you glitch,or when you get to a point of no return,and the game dousn't tell you.(For example,in Okami there is a point where you no longer can fish in a certain area. The game won't tell you this though...but then again,this is what new game+ are for. In Magical Starsign, the game won't tell you that if you save after a certain boss,you are trapped and won't be able to go back to do the extra stuff in the game..despite the fact that the game saves you beating the boss,it won't put you back to a point where you can go back and do the extra end-game stuff,witch first require you to beat the boss!)
..to make that more easier to read:
Basically,you half to beat the boss,and it goes back to where you last saved manually, in order to do an extra dungeon. However,you can save the game at any time-and if you save the game after a certain boss,you can't go back to do any of this extra stuff. The game tells you nothing of this though...