How can a GM make the stakes important? By making failure possible.
One of the ironies of gaming is that when the world (or the universe) is about to be destroyed is actually when it's the safest. The GM cannot actually pull the trigger on that threat because that means the end of the campaign. Even if the party just dropped the MaGuffin down the Swampton sewers rather than Doom Mountain like they were supposed to. (I sometimes think it would be funny to have a story, whether a game or just non-interactive fiction, where the fate of the world is in the hands of a Chosen One who is actively fighting his Destiny but it keeps happening. Every time he goes in to a tavern, there are hordes of hooded old men and everywhere they sit becomes a dark secluded corner, so he eventually avoids taverns altogether. One day while sleeping in a rabbit hole, a rabbit who happens to be the greatest wizard in the world gives him the Golden Carrot that he needs to defeat the Dark Lord who always winds up in his path no matter how far or in which direction he runs.)
So the GM should only make threats that they are willing to make good on. Stakes then become important because they're something that can actually be lost. Care should be taken that following through on the threat doesn't undermine the campaign. Get too happy killing favored or important NPCs and players will regret getting attached to them. And threats that stop short of ending the world but change it radically can leave your players in the lurch.
One of the ironies of gaming is that when the world (or the universe) is about to be destroyed is actually when it's the safest. The GM cannot actually pull the trigger on that threat because that means the end of the campaign. Even if the party just dropped the MaGuffin down the Swampton sewers rather than Doom Mountain like they were supposed to. (I sometimes think it would be funny to have a story, whether a game or just non-interactive fiction, where the fate of the world is in the hands of a Chosen One who is actively fighting his Destiny but it keeps happening. Every time he goes in to a tavern, there are hordes of hooded old men and everywhere they sit becomes a dark secluded corner, so he eventually avoids taverns altogether. One day while sleeping in a rabbit hole, a rabbit who happens to be the greatest wizard in the world gives him the Golden Carrot that he needs to defeat the Dark Lord who always winds up in his path no matter how far or in which direction he runs.)
So the GM should only make threats that they are willing to make good on. Stakes then become important because they're something that can actually be lost. Care should be taken that following through on the threat doesn't undermine the campaign. Get too happy killing favored or important NPCs and players will regret getting attached to them. And threats that stop short of ending the world but change it radically can leave your players in the lurch.
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