timppu: Console games, on the other hand, had the game mostly self-contained on that disc. Pop the disc in, and start playing. The only thing on top of that would be save games, which you'd save to e.g. a separate memory card.
Actually, even the separate memory card wasn't originally necessary. Back when console games were stored on cartridges (and even as recently as at least the DS), the game was saved to the cartridge, originally to battery-backed RAM on the cartridge itself.
(Of course, even before that, there was a time when the only way to save was to use passwords. Imagine having to write down a 52 character password every time you were done playing, and then enter the password the next time you play (and hoping you didn't make a mistake); the Japanese Famicom version of Dragon Quest 2 was like this.)
Spectre: As for consoles from the PS3 onwards they've not only crossed the line into taking the bad parts of PC gaming but have also a negative effect on PC gaming with game makers aiming at multiple ports.
Actually, I would argue that the PS1 and Sega Saturn already threw out what I considered to be the one major advantage of consoles over computers; the fact that you didn't have to wait for the game to load. Early computer games were stored on floppy disks, which were slow; earlier console games were stored on cartridges, which were so fast they were effectively instant.