If you want to run an RPG campaign, you ought to do it right. Here's a simple five step process to run a game that your players will never forget.
Five Steps to a Memorable RPG Campaign
Step 1: The Pitch
Pitch a campaign idea with enough detail that everyone understands the vision (genre, tone, themes, setting, conflicts, main action). This is a conversation, not a dictum - it's their game, too. Make sure everyone is on the same page, you included. (Here's a really old article from this site on making a campaign pitch.)
Step 2: Character Creation
Accept characters that fit the table's shared vision (see #1), and can work together. (It's probably best if they already know each other). Make sure all the characters have things they're intensely passionate about - people, places, things, goals, groups - that fit the campaign vision. Many RPGs have passions baked into character creation. GUMSHOE games ask you to list your sources of stability. 5th edition D&D asks you to describe your Ideal and a personal Bond, etc. Work within this structure where you can, but make sure to push players to give you real good passions - not cop outs.
Step 3: World Building
Sketch the world roughly with lots of blanks. In it, create major antagonists that have goals that brutally conflict with the PCs' passions (see #2). Give your antagonists stuff: People (henchmen, goons), places (dungeons, cities, lairs, etc.), things (artifacts, rituals), groups (titles, influence, cults, factions), and knowledge (of the PCs, of the future, of the past, of how things work).
Step 4: Starting Setting
Fill in the space close to the PCs in much more detail. This is your "starting village" -- your Tatooine or Emond's Field. Even though I said "much more detail," you should still leave some blanks to fill in as you go. As you fill in, fill it with the stuff the PCs care about (see #2) and the antagonists' stuff (see #3) - especially at least one henchman.
Step 5: Inciting Event
Decide what the local henchmen are up to that will damage the nearby stuff the PCs care about (see #4) and what happens to tip the PCs off to what's going on in time to do something about it (inciting event). Drop the inciting event, then just respond to their actions.
If you followed these steps, the PCs should care intensely about what's going on, because what's going on directly conflicts with their passions. There's no need for railroad tracks - the game is more of a fox hunt than a railroad. The PCs will drive the story, because they told you what they cared about and you made them a game about it.
As they follow leads from the local henchmen to the other stuff your main antagonists have, you just introduce them to more and more henchmen and more and more locations and villain goals (that continue being toxic to the PCs' passions). The villain goals might shift, too, and get even more personal. Where "corrupt the church of Ilmater" was their goal before, "Torment [the PC] Jakiri the Cleric of Ilmater by kidnapping the ones he loves" is even more personal.
Not all RPGs work the same way, though. Here are some important caveats...
RPGs with Structured Adventures
Many RPGs have internal structures that get in the way of this basic process. These are RPGs where the game creates a conflict that the game designer or GM pushes on the PCs, rather than one the PCs investigate on their own initiative. There's nothing wrong with that -- these are fun games. But because the structure is somewhat set ahead of time, we have to add another step.
For instance, in Monster of the Week, you're creating one-off threats for most sessions. (It's literally in the title.) In Night's Black Agents, the PCs are burned spies uncovering a conspiracy of vampires. In Shadowrun, you're often doing black ops jobs for corporations through cutouts called Mr. Johnsons, rather than deciding what passions to pursue, yourselves. These conflicts come baked into their respective games.
Here's how you deal with that:
First, be honest with your players in step #1. Explain that they'll be playing Shadowrun (or whatever), and the structure of the game involves getting hired for covert black ops corporate espionage and sabotage jobs (or whatever).
After that, make sure that you still get a lot of passions in step #2. Step #3 and #4 are the same.
Next, step #5 is a little different. In step #5, you follow the game's baked in structure for an adventure. You have a werewolf attack the suburban high school; have Mr. Johnson hire the team to steal a briefcase from some corporate scientist; or have the agents investigate a spy that was murdered outside a Bucharest blood bank. Whatever. You do the thing that the game wants you to do. But make sure the bad guys know who hurt them. That's crucial for step #6.
Step 6 (for Structured Adventure RPGs): Now it's Personal!
The first time the PCs win a victory against the antagonists, the antagonists strike back. They take their revenge on the PCs' passions. The werewolf moot burns down the Chosen's family's home. The corp that lost their briefcase sends security goons to "question" the Street Samurai's favorite bartender (he didn't talk, but it cost him three teeth and an eye). The vampires frame the agents for the murder of one of their own beloved contacts.
As you're running the game, continue to use the PCs' passions as stakes whenever you can. Offer them opportunities to achieve or protect or improve things they care about, and set threats against them. Make everything as personal as you can.
Character Death and New PCs
If a PC dies in your campaign, their passions die with them. When the player makes a new character, they come in with all new passions. How should you handle that?
First of all, reserve character death for only the most extreme circumstances. Because you know the PCs all have strong passions, there are literally fates worse than death in your game. Use those before you get to character death.
But even if nobody dies, there are still times new characters appear in your campaigns. What if someone new joins the group halfway in?
When you get a new PC, treat it like they're playing a module -- see below. Tell them all the conflicts going on already and ask them to make a character that feels passionately about one or more of the things at stake in the existing conflicts. The new PC can have other passions as well, of course. Work up a new villain plan and new villain stuff (henchmen, prophecies, etc.) that targets those.
An Additional Note on Modules
When you're running a campaign from a module, step #1 is very important. You need to "all but spoil" a lot of the campaign for your players, so that they can make characters that care about things in it.
If you're running Curse of Strahd, you need to read the whole thing and help the players make characters that care about the themes and goals they'll eventually have in there. One should be a vampire hunter. One should have a sister or wife who looks like the twin to Ireena. Another should be a priest of Lathander, the Morninglord (in a setting where the sun never shines). And so forth.
(Here's another really old article from this site on a technique for sowing plot hooks among the PCs.)