He is usually a companion on many of Mario 's adventures and the character whom players play as in two-player sessions of many of the video games . His demeanor is sometimes that of a `` scaredy cat '' who sets off to help Mario but instead needs rescuing himself , though he has also had to rescue Mario occasionally as displayed in Mario is Missing ! He is a companion in the Mario games , and the character whom the second player controls in two-player sessions of many of the video games , though he occasionally rescues Mario , as seen in Mario is Missing !