I've studied a bit of Lua, and I'm relatively familiar with C++ but I still don't see any real reason I would want to use Lua (or any scripting language for that matter) in conjunction with C++. If I'm already making a game in C++ (a fast language) why wouldn't I just do everything in C++? After all, I'm already familiar with C++. Why should I spend time learning a new language and how to integrate it into my C++ code? I'm sure there would be issues just getting the interface set up and working. Learning would take some time, how would it really pay off? Would it really only be beneficial to large development teams?
I echo what has been said, and I want to add my own thoughts as I am integrating Lua into my game engine this very moment!
It depends on what kind of game you are making, but regardless of your feelings on allowing fans to mod your game, it's just good practice to separate engine components from gameplay components.
The first major benefit is rapid iteration. The best decision I made was connecting the F5 key to reloading the Lua state (just like a browser's F5 refresh, in case that wasn't obvious). I can edit the script and then just mash F5 in my running engine to see the result right away. This is much more effective than rebuilding native code. You are less likely to lose your train of thought, and you can debug (gameplay) problems very quickly.
I find that working in Lua makes me more creative. It helps me set aside my rigid, unforgiving engineer brain and bring out my experimental, #YOLO brain. Why does my character's HP need to be carefully and precisely stored as a 32-bit integer in a C++ object? No part of the engine needs to know about that kind of information. The higher level gameplay is the only thing that cares. HP is updated only occasionally, and it relates to "the rules", not any kind of engine consideration.
Think of C++ as your master violinist and Lua as your conductor: your violinist better be really good/fast at playing the violin, but your conductor doesn't ever play the violin; he just tells your violinist to play louder/softer/faster/slower.
Lua is slow (relative to C++), but that is fine. Lua does not need to decompress an OGG into PCM in under 5ms; that is your engine's job. Lua makes extremely high level decisions: "This is the audio I want played at this moment."
I do many projects alone, and I can honestly tell you that integrating Lua is a very good thing. It creates a very clean separation between low level technical mumbo jumbo and your actual game.
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