There's 1GB of internal memory in the Slim. If you don't get a memory card with a bundle or play one of those mythical games that save on the cartridge, then no games on the OLED.
There is no system memory, no. You need a card to play. Also, yay for Danganronpa. You have excellent taste.
Ok, yeah, that's what I figured. I'll just have to be patient then, haha. The 64GB will pay off in the long run, though, I'm sure.