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1. Play Off the Other Players
Don't hammer your story forward. When the players start coming up with ideas, it's tempting to ignore them if they're not related to the story you want to unfold. After all, you're new to this. But don't.
But I said "five things you should do during the first session" -- not shouldn't do! During the first session, prepare to use the ideas the other player have as the building blocks of your plot, instead of the ones you had. Use the "yes, and" improv technique to accept their idea and incorporate it. Try to use "yes, and" at least once during the first session. Seriously, click that link and watch the 3 minute video on how and why to use "yes, and."
2. Take Notes
A great thing about RPGs is that they're free and open. If you're using the "yes, and" technique mentioned in #2, you will get a lot of ideas, lingering story hooks, and loose ends. It's awesome! If you don't write these things down, you're leaving great ideas behind.
You don't have to write every plot hook or loose end down. Just pick the ones you like the most. Trust the players to write down any that they really like, too. What do you do with these ideas later? Use them!
3. Make them have feelings for an NPC
When planning your second session of an RPG, it really helps to have a character that the protagonists love to threaten. ...a character the protagonists rely on to take away. ...a character the protagonists take for granted to betray them. ...a character the protagonists trust to bring them information.
The only way to get a character that the protagonists have feelings for is to have them create an identity or strategy that requires the NPC. You can do voices, act everything out, maintain consistent motivations, bring pictures, and all that sort of stuff (and you should do it), but those are fleeting thrills. In the weeks between games, the players may forget the gravelly voice, but they will remember why they identify with or rely on the NPC. Get them to start calling themselves Rico's Roughnecks or planning to use the Ranger they met to distract the monsters while they sneak into the crypt. If they trust Rico, or rely on the Ranger, you can create challenges or hooks involving those NPCs and trust that the players will really care about them. And what you can do to NPCs is a far longer list than what you can do to PCs!
4. Describe Everything You Care About
Roleplaying games create a shared imagined space. In every single RPG that has a GM, the GM has an awesome power: They get to describe the shared imagined space first. The players will immediately start making assumptions of their own (often way different from yours and each other's) as soon as you finish describing. Sometimes they will start stating their assumptions or asking questions, and sometimes they'll quietly assume things.
If you went to the trouble to describe something, though, it's there. You created reality. Don't forget to describe everything that you care about, because if you don't, it doesn't exist.
5. Lose and Love It
Your job as the GM is to create challenges for the players to use their characters to overcome. I don't care if you suck at that or not. It's your first session. You'll probably suck a little. But it won't matter, because inevitably the player characters will overcome your challenges. Even if they misunderstand what's going on, don't care about your NPCs, etc., they came to your game to engage with the challenges you created and overcome them in a fun way that reflects their characters' motivations.
So your most important job is to lose and have fun doing it. Act like you're rooting for the antagonists, but be a good sport and cheer when the protagonists do something unexpected and amazing. Then, when the protagonists triumph, own it and love it. Give them a high five and smile.
After all, they picked up a toy you made and they played with it and loved it. Maybe they didn't play with it the way you thought. Maybe they solved your puzzle too fast or mopped the floor with your bad guy or pulled some rules cheese you had forgotten about to solve your mystery. Who cares? They won. They were supposed to win. How you react when they do sets the tone for your next scene. Think about this how a player would:
- If the GM hates it when you win, then you lose, do you feel like the GM screwed you, or like that's just how the cookies crumbled?
- If the GM loves it when you win, then you lose, do you feel like the GM screwed you, or like that's just how the cookies crumbled?
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