If it's fun, you're doing it right. Number 1 question is: Am I doing this right? People forget too often that the number one thing about why we play dnd is for fun. If you guys are having fun, who cares if they don't care about your McGuffin, sure that sucks cause you spent time on that story, but if everyone is leaving with smiles and at the end of the night, you can say to yourself that was fun, then what does it matter. Who knows you might be able to reincorporate that McGuffin back into the story at a later date.

There is no wrong way to DM. Again number 1 question is: Am I doing this right? People on here will criticize and berate others who don't DM like they do, but at the end of the day if you and your players are having fun then it doesn't matter; if you are playing a game right out of the book, if it's a sandbox, or if that mother is on rails so hard you know where all the bumbs in the tracks are. It doesn't matter if you are always having fun. Take everything you read on here as advice, not scripture. Even this!!!

Listen to your players. Before you begin a campaign ask your players what kind of campain do they wanna play in? Serious? Comedy? Horror? Drama? What kind of characters do they plan to make? The secret serial killer, whose the groups healer, might not have as much fun in a campaign where everyone else is also a secret serial killer, then again they may. After each session it's important to get feedback. I like to ask my players: What did you like/dislike? What would you like to see more/less of? Has your character's motivations changed? Are you guys having fun? Use this input to change your campaign, whether subtly or overtly.

There is no wrong way to play, so long as it doesn't break rule number 1.

Another player's fun is not DIRECTLY your responsibility. If the roguiest rogue decided that he has this ultimate backstory that makes perfect sense for him to be the jerkiest of jerks than that's fine. Find a way to incorporate that into the story, just don't expect for your other players to give a shit.

It's ok to fudge your rolls, if it adds to rule number 1. If the whole party is traversing this long rope bridge, and you ask for acrobatic/athletic checks. Consider it might be more fun for them to fail than succeed. Also, consider it might make combat more interesting and have a greater sense of danger if the enemies have the parties number, as far as defenses go.

Should I let my party fight eachother?  I am on the fence on this one personally. I believe that the players should make this decision in character as to what they would or wouldn't do. I am all for interparty drama, but one character actively trying to harm another is something I as a DM, do not allow as I find that for most players it is difficult for them to make the distinction between attacks on their character and attacks on themselves. I treat stealing from another character much the same. Sorry rogues.

Character Death. Its a thing. Sometimes it happens. Whether in combat or from a rickety old rope bridge. The question is how you as a DM deal with it. Often times I wilk take that player in another room, and say, "Ok, did you just mean to kill your dude? Or was that just a really unfortunate accident?" If from combat,  "Your character has died, how do you want to treat this." From there it ranges, sometimes it was just the really fortunate/unfortunate roll of the dice. Others, that player actually doesn't like that character anymore. How you deal with it as a DM, is up to you. It's acceptable for the character to flat out die, or to even maybe have survived miraculously somehow. Perhaps a character's death, or survival of such can make an excellent plot device later on.

You have the right to stop the game at any moment, as a DM or as a player. If your group does something to make you uncomfortable say so, see if you can work through it or get a new group/campaign.

Offer to DM once in a while DMs are players too.