The Escapist Issue #41 Now Available
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Start with some RPG elements that let you - the person - form opinions and bonds with the characters you meet. Whether it's the attractive worker at HQ that flirts with you as you prepare for each mission, or the crazy old inventor character who provides your gadgets, give each one personality. Then, write them into the story. When out on missions, these characters play an active role.
Then, rethink the concept of failure. For example, say one scene opens with you being interrogated. The puzzle has you verbally fencing with an enemy - say the wrong thing and a later mission gets harder - and doing a puzzle to escape your bonds. You fail. You take too long and the guards notice you squirming free. Rifle-butt to the head and the screen fades to black. In every game I've played, this means you re-load before the mission and try again. Right there, the spell is lifted and it is suddenly a task I - the user - need to perform, not a challenge my character faces. Rather than start again, the character could wake up in a musty prison cell with a new challenge to solve. If successful, they go to the level they may have eventually gotten to from a different direction had they escaped during the interrogation and explore a subplot slightly earlier. Eventually, all roads direct the player down a chosen - and compelling path - but this approach maintains the suspension of disbelief and lets the player feel in control. It's a recipe for emotionally charged gameplay.
Anyone thinking that video games are devoid of emotion should fire up Baldur's Gate II or even Jade Empire. You'd have to be less than human not to feel some emotion during the finale of either of those games.