While we talk about keeping consistent with the larger (and older) IC world outside of our own designs, it's important to remember that there is a danger in always siding with the way things were when PCs actively work to change them.
Leaving a dent on the IC world, just like leaving a mark in our real lives, is valuable to almost every player. Our worry, oftentimes, is that the dent one player (or group of players) leaves will have ripples that negatively affect others by warping the IC world around them and their characters. And that's a reason to be cautious about how big and how lasting the mark players leave is, but it isn't a reason to deny them the opportunity.
Let's start narrow and work our way out.
Impact in Sessions
It's important to let the PCs in your sessions affect the overall outcome of the events you're presenting. If you ever host a session that is locked or rigid enough that players only have one possible end in sight, then they're no longer participants; they're observers. As an SH, remember that PCs aren't an audience for your designs, no matter how fun they might be to watch. They're active participants in how things shape out, which means you have to let them impact those events as they're forming. Be malleable. If the players don't feel like they've made a difference, they may start to wonder why they took so many hours to come to your session at all.
Impact on the Larger World
It doesn't happen nearly as often, but if the PCs in your session have a chance to impact the larger world, it can create more of a sticky situation for you. World-level impact is not always as big as it sounds, it can be something like blowing up a major bridge in town, which will have lasting impacts on commerce and certainly be noticed even by those not in the session. It can also happen if a PC is given influence over IC political matters, like becoming captain of the city guard, member of a ruling council or, in very extreme cases, king of a small nation. Anything which has lasting ramifications for more than just the PCs in attendance rates among world-level impacting events.
Any SH, even World heads themselves, should be very careful in these situations. If you do allow the impact, be sure to check with World immediately afterwards to make certain that a) they're aware of it, and b) they're okay with it. If you have to null something, doing so immediately after the session is much easier than days or weeks later, when everyone's heard about the bridge that got blown up and RP'd accordingly.
If you personally feel like the impact is too big, it may be wiser to find an IC reason to stall its effects (the bridge is weakened by still standing, or the council the PC serves on gives them little influence as the newcomer). Then check with World on the full impact the PCs would have had, just in case they're okay with the change and can work with you to weave it into the existing IC continuity.
Effort and Impact
One important thing to remember about impact is that, the bigger, wider and more lasting the influence, typically the more effort the player had to put in to accomplish it. For instance, one haywire fireball probably shouldn't take out a bridge that will grossly impact the livelihood of hundreds of people in the city. It can take out an abandoned warehouse nearby and be roughly equivalent to the effort put in.
Similarly, players who go the extra mile and take the time to construct all the IC elements needed to make a change to the world (gathering contacts, building alliances, etc) can be rewarded by leaving a larger impact in accordance with the work they've put in. Luckily, in the time it takes a player to put that much effort in, there's plenty of time to talk with World ahead of time about the change the PC intends to evoke, and ensure that World is okay with the potential change if the PC does successfully pull it off.
Again, the point is that PCs can affect the IC world, whether it be a whole nation or just within your sessions. It's a community-driven and community-built site, which means we are all the architects here. We just need to respect each other as we go about our building.
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