One of the things I love the most about early editions of D&D is that the DM is challenging the players, rather than the characters. I think later AD&D supplements (such as the Survival Guides and Unearthed Arcana), AD&D second edition and, remarkably, WotC's editions of the game have pretty much ruined this aspect, turning many "problem solving" possibilities into mere tactical approaches. Not only does this create a bit of a problem when it comes to bringing some fresh blood into a gaming group (try explaining to someone who is completely new the very concept of a roleplaying game how to set up a Pathfinder character, with all those talents and skills), but also anesthetized the gamers, telling them that a) quests will be fairly well balanced and b) if you have a clear understanding of rules and tactics, you're pretty well safe. In other words, they lowered the thrill of exploration in exchange for greater player satisfaction in building a "cool" character.
For a very long time I thought that the approach of 3e-like rulesets didn't encourage players to write backgrounds, because of the fact that the rules already give so much in terms of characterization. Now I know I was wrong (and even better, I know why). The point is, as long as the rules will allow a player to bring his ideas into the game through the mechanics (proficiencies, skills, talents and so on), they will feel encouraged to make the character their own. As an example, the once Lawful Dick Paladin in the Doomed Wastelands campaign is now a kickass blind mystic and kung-fuing monk - too fucking cool!
I'm therefore becoming more and more convinced that a DM should give his [or her, since we have proof that Dungeon Mistresses really exist, if you trust the net] players two things: 1) a reasonable advantage in character creation, or enough to make them think that PCs are, in general, not for killing (which is, of course, false) and 2) a reassuring background, where dwarves, elves, simple clerics and the like are all there and normal. If you start by putting too much weird stuff in then your players will be aware that things might not be that easy, and eventually become not as involved in the game. This is, undoubtedly, a very superficial discourse, which may not apply to every group (as a matter of fact, Geoffrey's party seems to be pretty different from the ones I have direct experience with).
So, this could be my tactic for current and future projects. First thing is to not touch the rules for character creation, and then eventually allowing players to use power friendly methods for rolling abilities (4d6 drop the lowest, assign and arrange to taste). Second thing is to build a campaign framework that looks easy-peasy just like the Forgotten Realms, at least at first glance. Third thing is to make them think they are adventuring for a much higher cause, while in fact they are actually doing nothing more than some self-interested crawling. Fourth thing is to cheat them when they absolutely don't expect it, perhaps by putting the characters in situations where no skill is useful, or coming out with insanely unbalanced situations in which they have no way to succeed by using their stats ("Ok first level characters party, you turn the corner and find a HUGE EVIL RED DRAGON sitting in a large cave. He is looking at you."). Pretty much the same concept applies to the weird. I had a blast the first time I read through the original B3, where everything looks so fairytale and harmless, and suddenly all becomes terrifying and vicious.
So I think that, despite the fact that challenging the players rather than the characters may be very funny, puzzling them is much more wonderful. It's all a matter of compensation: if you can't challenge them enough, puzzle them. It's that easy, isn't it?
Edit: Also, sorry for the insane length of the post, I even have a terrible headache. Time to sleep.
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