Into the Wilderness
Wild ARMs
Michiko Naruke
Wild ARMs is a game I only recently played for the first time myself, but this intro had me hooked from the moment I heard it. I listened through the entire intro almost every time I turned the game on, because it's just too good to interrupt.
Whistling for the melody is an unusual stylistic choice, but one that really gives it the 'western' feel that the game was going for.
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I think that a whistled melody over a guitar harmony was chosen to evoke a sense of loneliness, following the trope of a lone wanderer playing guitar (or mandolin, or banjo, etc) to themself or a small party around a campfire. It's just a very western-y scene.
