GENRE
Fantasy and Science-Fiction are genres of fiction which describe the kinds of stories that we tell. Once the boundaries and limitations of the fantastic or sci-fi are established for a piece of fiction, the rest of the fiction can be assumed to resemble our real world. This makes up the internal logic of the particular fiction. In effect, just because something is fiction, doesn't mean anything goes. Breaking the internal logic is what fandoms call violating cannon, and it can cause disappointment. I don't know what expectations other people have when they hear generic fantasy, so leave your expectations behind.
Fantasy and Science-Fiction are genres of fiction which describe the kinds of stories that we tell. Once the boundaries and limitations of the fantastic or sci-fi are established for a piece of fiction, the rest of the fiction can be assumed to resemble our real world. This makes up the internal logic of the particular fiction. In effect, just because something is fiction, doesn't mean anything goes. Breaking the internal logic is what fandoms call violating cannon, and it can cause disappointment. I don't know what expectations other people have when they hear generic fantasy, so leave your expectations behind.
TONE
Tone means the mood or atmosphere of the story. Take horror for example. Most horror tries to be scary and unsettling. If a horror film included something that does not compliment scary and unsettling, that could ruin the mood and spoil the experience for some. Tone can vary in type or intensity from scene to scene, but if the GM sets an overall tone for the game, create a character who suits the overall tone. The wrong action or speech (or overly optimized player character) can break desired tension of a scene or conflict at the expense of someone's enjoyment.
SETTING
The setting of the fiction has its own societies, mythologies, and history, and has its own rules, internal consistency, and internal logic. A setting is a further refinement of the genre and tone. Some settings are seemingly all-inclusive hodgepodges featuring the most popular concepts of a genre and have broader appeal, but they can be overwhelming and force people to play with ideas they don't like. Some settings are more curated and distinct with niche appeal, but they can be too restricting in their effort to focus on ideas that are more cohesive together. Tips for fitting into a setting: avoid pop-culture references and anachronisms; pick a modest name; pick a place of origin within the setting and learn one fact about the climate, society, politics, economics, religion, and military (or CSPERM).
THEME
Theme means an idea that is consistent in all parts of a work of fiction. Using one major theme in a setting, or a major location in the setting, can make the world or that part of the world has a consistent feel. In storytelling, the theme must be a commentary on the human condition, such as a particular human flaw or weakness, or the disadvantages having too much of one good trait.
CHARACTERS
The GM portrays the people who live in the setting. A simple character has a name, a job, a single word describing their general attitude, a simple physical description, and we assume they are otherwise a typical person for the setting. Most NPCs will be simple. A complex character has something they want and a reason why they want it (a goal and a motive). Major NPCs may be simple or complex.
Provide the players with three archetypical NPCs: A patron who can give them work for rewards, a mentor or ally who can give them knowledge and tools to complete their objectives, and an antagonist who opposes their goals. Typically, your players will not care about your NPCs half as much as they care about their own PCs, and so your NPCs should be in service of the PCs.
CONFLICT
A story is about how the heroes resolve a conflict. In order to have interesting conflict, you need three things. First, you need a sympathetic point-of-view character, usually called a hero, with a goal. We need to know why the goal is important to the hero. Second, you need a more powerful opponent who opposes the hero's goal. The opponent must have the desire and the power to stop the hero in order to be threatening and to create a sensation of uncertainty. Third, there must be consequences for failure which creates tension, which we call the stakes. If the hero fails and nothing happens, that's boring. Why would the hero and the player who is portraying the hero care? To create conflict, follow this process:
1. Ask what the player character's goal is. Figure out why is it important. Bonus: Make it a once-in-a-lifetime opportunity. Make sure the player knows that if they fail, there won't be as good an opportunity for a while.
2. Create a tough NPC who functionally stops the hero from achieving their goal. The nastier the opponent, the better. Bonus: Find a way to make the relationship between the hero and opponent personal.
3. Add consequences for failure. The more severe, the better. Bonus: make the stakes personal for the hero.
CENTRAL TENSION
Absolutely put one of these in your setting! A central tension is a single major conflict that permeates entire setting, like a major change in government or religion, a new major war, a recent or looming disaster, etc. Now give every NPC an opinion on the central tension. Just like in real life, some people are opposed to war, some support it, some have mixed feelings. People holding the same positions can have differing, personal reasons for their positions. It will make the setting feel like it has depth, and it will add complexity to your non-player characters.
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