Try to lose yourself to the game. Listen carefully to the descriptions the game master gives you of the imaginary world around you, and think carefully of the way your character would react to these things if they were a real person. There is no “right" or "wrong" thing for your character to do; only the thing they would actually do. Your goal as a player is to stay true to the motivations of this imagined character, and to be a part in shaping his/her future. You will be responsible for representing your character to the game master and to the other players. You tell the game master the things your character does, what he says, what he likes and dislikes, etc. Typically, this is done in real-time, in response to the stimulus provided by the game master.
For example, the game master may describe a room in a tavern to you:
"You enter a dark back room in the seedy tavern in town. You can smell the stale ale that has soaked the floors many times over the years. In the center of the room is a round table, surrounded by four wooden benches. A single oil lantern dimly illuminates the room, casting furtive shadows on the walls. What do you do?" Your responses to this information can vary according to what your character would do. It could be anything from “I check the room to make sure nobody is hiding in the shadows!” if you feel that your character might be frightened, to “I sit on a stool and order a big mug of cold ale, 11 your character is used to seedy taverns and dark back rooms. It is up to you to decide.
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