The major advantage of winning the first game of a series, apart from setting a tone, is that the team that wins it doesn't have to win two games in a row to win the series. Since the playoffs are characterized by game to game adjustments, this is significant--especially for the Lakers, who tend to be a team that shows up every other game.
If the Warriors had won the third game, that would have negated that advantage. However the Lakers have now won the first and third games, so they are on track. The Warriors on the other hand cannot win the series now without winning at least two games in a row. They won three in a row against the Kings, but this series is a bigger challenge.
So winning the fourth game is pretty important for the Warriors. They may have to count on a alternate game letdown from the Lakers, though, because the Lakers won decisively on Saturday by playing their game--getting Anthony Davis inside, rebounding and especially by getting alot of points on foul shots, which had the added advantage of slowing the game to a standstill and preventing the Warriors from setting the pace.
The foul shot disparity, very much the Lakers game, was accelerated by--according to Coach Kerr--the Warriors losing their poise. That's discouraging, and not something you'd expect from a team so experienced in playoff basketball. Steph Curry and the other Warriors had a bad to lukewarm shooting day as well, which may have added to their frustration. The Lakers even shot a better percentage of threes.
If the Warriors can get a win in the fourth game, they've got the fifth game at home, and so are well-positioned to win a seven game series. Then it would be the Lakers who would have to win two in a row. If the Warriors don't win the fourth, then it's a much steeper climb. They would have to win both their home games and still win the sixth in Los Angeles.
None of us out here really know how hard it is to win an NBA playoff game. Some years the Warriors seemed to fly through the playoffs (as a couple of Lakers teams did in the past), and it was all pretty joyful and fun. But look around the playoffs and you don't see any teams like that this year. Every team is struggling at times. It looks like this year it will be the last team standing.