Chekov's gun -- a gun seen in the first act will be fired by the end of the third act. It is an interesting literary concept, for entertainment content in general, but what does it mean for the GM? I like to think of the gaming world like a busybox toy for a child -- there are many options of where and how they will interact, but there is a common framework that holds it all together. Game worlds are often the same way.
The common framework is the unfolding of events and forces within the game world. Whether the player characters are interacting them directly or not, these worlds threads are changing things. Engaging these threads meaningfully provides both a set of circumstances that may be relevant points of interaction for the player characters and a backdrop to everyone going on in the main story. The main story is always story of the player characters.
So what does this all have to do with the player characters? The first answer is a bit more subtle -- foreshadowing. Though things may be happening now that won't involve the players until later in the story, we can still see their effects. Similarly, things may be happening now that are consequences of previously taken PC actions. We can use these threads to insert pieces and parts of Chekov's gun. A piece of information becomes a Chekov's gun waiting to be exngaged later.
A good example is that my currently long-term campaign, now having reached level 20 after 6 year, is preparing to fight the big bad -- Kossogthma (Chtulu's sister). As we approach Session 120 where the lake in the center of volcano will host this big battle, I note to the players that back in session 2 they heard reports of mutated sea life being pulled out of the lake. The party was off on another quest and did not investigate. Now they know the answers. The set up for this was there from the beginning.
Sometimes Chekov's gun takes on an anticipatory form. I almost always try to insert a source of a barrel or two of black powder in my campaigns, if such a thing exists in the game world. I don't know where it will be used, but much like Chekov's gun, I know by the end of the final act, the party will use it to do something. It is there as a solution, much like the Fireball spell, to a wide variety of problems. I don't have to worry about it not being used. It is too tempting for the party to avoid.
The third type of Chekov's gun is the "random" magic item that suddenly appears along the path, either as treasure or in a store. I like to hide magic items along the path that I know will become very useful later on in the story. For example, I hid an amulet that protected against damage from undead just a couple of sessions before the party learned their next big battle would involve undead. I hide wands that do radiant damage right before battles that have creatures vulnerable to radiant. I provide boots of jumping right before the session where the party will be traversing dangerous mine tunnels with missing tracks and collapsed tunnel ledges. These "random" placements have big payoffs in fun for the players.
These 3 types of instantiations illustrate Chekov's Gun for the GM. The GM can influence the world through secondary effects and placement of items in ways that make the third act appearance more satisfying for the players. I think it is a great take-away from the idea of Chekov's gun and emphasizes a solid approach to GMing -- use your GM control of the world to set the players up for fun and success in the challenges they face.
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