The tedium of winning

In all forms of narrative, the protagonists will suffer setbacks, lose conflicts and sometimes get captured. It’s happened repeatedly to Batman and James Bond, (their foes love a deathtrap.) Buffy lost friends, family and her great love. Han got carbon frozen and Luke had his hand chopped off. Things didn’t end so well for Hamlet either.
Imagine a movie where the hero cuts though her enemies without taking even a scratch, one scene like that might be cool, even amazing, but if every scene was like that, that’s an express ticket to snoozeville.
So when players sit down to play an RPG, like Dungeons and Dragons, they will try to avoid anything bad to happening to them. While that is entirely appropriate in character, when it spills over to the actual player, that’s when it becomes a problem. Now you might say, “Hey, no one wants to have bad things happen to their characters!” As a player, I agree, I don’t like being beat up, captured or my stuff stolen. But as a game master, it’s a different story.
To really understand this, we need to look at the history of the game master-player dynamic. In the early days of tabletop RPGs, the relationship of GM to player was an adversarial one. The players where there to kill stuff and grab treasure and the GM was there to stop that at all costs. Ironic since all the treasure was imaginary. But that’s they way it was, a steel cage match with weapons of paper, dice and pencils.
Today, that is far less of the case; the dynamic is one of cooperative story telling where the GM is there to shepherd the fun of the players. And yet, there memory of those dark days full of anger and resentment still linger under the surface of our thought, springing up when the shadow of danger flickers in the corner of our vision. When things get hairy, rules are quoted and interpreted, and arguments are had.
What it all comes down to is trust. Players need to trust their GM and the GM needs to be worthy of that trust. Just because the heroes are defeated, doesn’t mean the story is over.
The dragon has breathed deadly breath, be it fire, cold, poison, or some other deadly emission, might the players then be eaten? Sure. Or they could just as easily be captured by a giant. Who happens to own the castle where the dragon lives, and now they have the opportunity to bargain for their lives. This could lead to a new ally or enemy, but it doesn’t have to mean the end of their story.
It’s also important to be fans of the players, they are the heroes of the story. Challenge them but don’t punish them needlessly. Players, remember that your GM put a lot of work in preparing the game. So try not to refuse the offers they present to you. It should be fun for everyone.

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