Game Over. Originally, I'm sure this was an innocuous message just meant to inform gamers at the arcade that the game they were playing had ended and they needed to spend more money to play some more. Even in the 90's, the Game Over screen might have been displayed even if you beat the game. However, I think to most players, the Game Over screen is so much worse. Not only does it mean you lose (so having it at the end of the game is confusing), but it's usually extra reinforcement that you failed, which at that moment is not something players want to see. They know they failed, they just want to get back and try again. So the absolute worst thing you can do when a gamer is upset is mock them further with a cutscene or make them start over prior to an unskippable cutscene they saw before dying. Although these cutscenes are more interesting than just text that says "You Lose" and they further enforce why the player wants to succeed, that is not the time and place. Your goal as a game designer should be to reduce the amount of time it takes to go back to playing a challenging location so the player can get the second chance they need or, in the case of a really hard section, can start to treat each run through as a practice run where they learn some strategy or pattern they can use to succeed.
That does not mean I think that gamers should never be able to lose. There should be challenges they can fail, but even more than that, I'm a big fan of players being able to choose a losing condition. At that point, a grand cutscene showing how the world has decayed and fallen into darkness because their hero chose to join the dark side would be perfect. As long as you make it easy to go back and make the other choice without having to repeat too much of what they went through to get to that choice. This does not apply to most games with choice since that would eliminate any concept of having to live with the choices you made, but any choice that will end the game should let the player experience the results of all the options without fear of repeating hours of work. This lets players experience a "What If?" situation that may make their main story even more important to them.
As always, there are exceptions to these rules. The Space Quest and King's Quest games made deaths both so varied and so hilarious, that it not only became more enjoyable to fail a challenge just to see what the game would say about your death, but it made me at times choose to fail just to see if I got a different message. This didn't really mitigate the frustration when one part was challenging and I kept dying the same way repeatedly, but it made the initial deaths a little more entertaining than most other games.
So ultimately, the goal of the Game Over screen should be to be non-existent in difficult areas, descriptive in failures the player chose to do, and a little bit of a mix of both in the areas where players aren't expected to lose more than once.
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