I am sure not only Mr. Creosote dislikes labyrinths in Adventure-Games Using the following trick, you should be able to escape from any single-floored labyrinth: simply always turn to the left whenever possible and never turn to the right!

Taking into account that what you describe is basically just simple method of tree traversal (a depth-first search as covered in any course on Discrete Mathematics), yes, that'll eventually lead you to the exit. However, there are two problems:
- Labyrinths in computer games don't necessarily follow the restrictions of the physical world. Perspectives change in every room (where's 'left' now?), going back through the door you came from won't necessarily get you back to the previous room (as seen in Rick Dangerous, for example) and so on.
- Efficiency (O(n) still isn't fun)