Room-scale mapping facilitates natural locomotion in virtual reality (VR), but it creates a problem when encountering virtual walls. In traditional video games, player avatars can simply be prevented from moving through walls. This is not possible in VR with room-scale mapping due to the lack of physical boundaries. Game design is either limited by avoiding walls, or the players might ignore them, which endangers the immersion and the overall game experience. To prevent players from walking through walls, we propose a combination of auditory, visual, and vibrotactile feedback for wall collisions. This solution can be implemented with standard game engine features, does not require any additional hardware or sensors, and is independent of game concept and narrative. A between-group study with 46 participants showed that a large majority of players without the feedback did pass through virtual walls, while 87% of the participants with the feedback refrained from walking through walls. The study found no notable differences in game experience.