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I know there is an idea in our hobby that a DM has a fully fleshed out fantasy world in a giant binder; with a custom map, individual fantasy kingdoms, potentially a unique pantheon. I have the same idea and am currently in the early stages of developing a custom world for myself.
As I am developing my map I am asking myself the question "Is this something players actually want to play in or is this something I shouldn't expect to run?" I try to run games with close to 50% new-to-me players so just asking my current group wouldn't give me a full answer. When I think about why someone *wouldn't* want to play in a game set in the DM's personal world I can think of a few things that I have seen in the last decade I have spent running TTRPGs.
Reasons why players may not like custom fantasy worlds
- Players tend to want to use the rules in RPG books they purchase, however some options may not make sense to be allowed in that setting. For example if my custom setting is Avatar: The Last Airbender, there may be spells or classes that I would ban since they don't make sense for the setting (Mainly a DnD Issue)
- Increasingly in the last few years I have seen a shift in the TTRPG community, at least online, where players want more control over setting itself. Especially in their backstories, where they may bring in OCs that don't always make sense in the setting. For example I have seen players in Star Wars games try to bring in a character whose family was killed by vampires and wanted to hunt "Space Vampires".
- Being dropped into a fully fleshed out, but custom, fantasy world can be disorienting to players who may not understand the world around them (I have seen DMs try to get around this by providing players with setting docs, but players rarely read those in my experience.)
Am I worrying about nothing or is this something players don't really want anymore?
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The thing is, even then, few many TV shows etc actually have that level of worldbuilding detailed in advance either. Unless they're based on finished book series, you can see most comics and TV shows evolving their world over time, throwing things at the wall and seeing what sticks, setting up mysteries without thinking up solutions in advance etc. It's really only epic fantasy that puts a big emphasis on world building as an end in itself, originally inspired by the appendices to Return of the King. But, from the Silmarilion and other work edited and released by Christopher Tolkein, it's clear that JRR Tolkein was continually revising his work as well anyway - and the history of the Ring hadn't been established when The Hobbit was written, it was retconned into later editions.
I think it's sort of a similar thing to what you're saying really - you give the details about what's on the screen, and what's relevant to this season or episode, and leave gaps to fill out later. In the end, it's not that different to prep for an RPG