A couple times in Linda Cubed Again. The game’s next objectives are told to you by characters, or through the in-game voicemail system.

However, there is no “current quest” screen so if you take a break from the game, you can easily forget where you left off.

Also, it doesn’t help that the game was only released in Japan (and fan translated only recently) so there’s not a lot of walkthroughs you can follow.