Ideas for immersion/intigue/player tools
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Immersion: Module changes, even miniscule ones. This is THE biggest part. When the module reacts to player actions, it will make all the difference in the world. This can be as tiny as a sign disappearing due to a fight taking place or as grand as a PC getting a statue built in their honor or NPCd. This can be ESPECIALLY appropriate when PCs are not aiming for such grandeur. But all in all, it's when the module reacts to your actions, no matter how tiny the reaction is.
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For Immersion:
A better introduction than 3 walls of text from the Caravan Master. Maybe change the first few quests or add a prelude/quests that explain Arabel more or center around you just starting out as adventurer/mercenary. Even a guard asking "Why did you come here?" Can have multiple interesting (but general/vague) answers and responses. Things that cause your character to be recongised as a person and not Batslayer#7253. I rejoin Arabel alot but don't understand the "purpose" except doing my own thing and being an adventurer. There doesnt have to be a main quest but somewhat of a main story would do well as introduction and gives the REAL newbies a chance to use the main story as excuse to approach and talk to players about.