It's all well and good to provide fair warning that you might leave
something behind, but since so many games get in your way with the "You're
carrying too much already" concept that warnings end up being pretty
meaningless. Sure, you can save a game at that point, but you can still
go a significant distance into the game before you realize what it is you
have to go back for.
My suggestion is this: if you have an object which a player needs in
order to solve a puzzle after passing the point of no return, provide a
replacemnt object at the destination. If I missed that thimble on Mars,
then give me an oddly-shaped nutshell on Venus. If I really should have
picked up that graduated cylinder in Australia, then give me a measuring
cup in America (hence adding the new puzzle of metric conversion!).
But "You might want to save now?" I say no. Sounds like a cop-out. Put
that little extra effort into your design and leave frustration to the
puzzles rather than repetition.
-- Russ