Story is one of the more contested terms in RPG theory. Much like game, it doesn't seem to have a precise meaning, so much as a general way in which it is used. Whether the events of a game count as a story or not can depend on the perspective of the players and observers. So, story is a term most often used informally, to get an idea across without specifics.
Where things get very messy is when we start talking about the quality of a story. Part of the reason for this is that while we can all have ideas of what stories are, and those ideas overlap fairly well, the same isn't true of the purpose or worth of a story. What instead appears is a large mix of different reasons to value stories, many of which have carved their own niche in RPG theory. Here are some examples:
stories are about fun - At first, this seems a simple perspective. But fun is hard to specify. Sad stories, silly stories, slow stories, and fast stories can all be fun, but often in different ways. This is empirical, people finding a story fun gives it value, but that is something of a popularity contest, and doesn't give much of a deeper understanding of how stories work.
stories are about conflicts - This view tends to build from the idea that stories have a basic formal structure. Thus, tensions rise and build to a climax based on some conflict, as the tension reaches its peak the conflict is resolved, and the story enters an aftermath. This structure can include smaller instances of itself, like a fractal, building small conflicts within bigger ones. This gives a precise road map of stories, but doesn't tell us much about how conflicts can work.
stories are about ideas - Another perspective is that stories are ways to express some idea, often a theme. Thus the quality of a story is two-fold. First, how well the story relates its theme, and the quality of that theme. One variant of this is that stories have a premise, in this case a moral or ethical question which is explored through the decisions of characters. This tells how stories can affect people, but borders on the didactic, downplaying the less purposeful aspects of stories.
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