Now, having way too many objects in a room will definitely not have a huge effect in your Gamemaker games. But it's a very good practice to get used to if you plan on going into professional game development, where you will likely have immense and fully open three dimensional worlds for a player to explore, where every object in the world has a noticeable effect on the filesize. You've really gotta keep in mind that not everyone has a two-million gigabyte hard drive, and if you're wanting to get a ton of sales, you're going to want to make sure that your game is playable by people with lower system specifications than you
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Now, in this screenshot from the editor for a room in S.T.E.A.L.T.H., you can see that there are some boxes not covered by black wall blocks. This is because the player can never reach that location, thus there is no need for any black wall blocks there. I was in a hurry when I put this screenshot together, so there are still some unnecesarry wall blocks in some areas.
Again, it probably won't make a difference in your Gamemaker games, but if you're making a map for a game like TRON 2.0, Portal, or Team Fortress 2, then that's where this needs to come into play. However, you've really gotta be careful when you try to determine what content in the level is inaccesable to the player. For example, if you're making a Half Life 2 single player mission, and you create an innacessable room that contains no purpose other than to hold 200 Poison Headcrab Zombies and 50 Acid Antlions, then it will do nothing other than give you a huge filesize and make the game lag on lower preformance machines.
In short: Bare Necesities.
