This is a question that is asked in the introduction to almost every Role-playing game, I don't know if I can improve on any of the descriptions but I'll try. Consider the main characters in a film or play, each actor or actress playing those parts is pretending to be someone else, perhaps radically different to themselves, and is following a script through a premeditated plot. I'm sure many of you will have thought, at some time, I wouldn't have done things like that. Well, in a Role-playing game, that's exactly what you have the chance of doing. Each person takes the role of a character but unlike a film there is no script, there is not preordained plot, anything is possible limited only by your imagination. Of course, not everything that you think of can succeed and so one person monitors the others and according to set of rules decides which actions succeed and which fail. This person is called the Gamesmaster (GM), Dungeonmaster (DM), Storyteller or something similar. It is up to the GM to interpret the rules fairly and to control the world in which the players live.
The first encounters I had with Role-playing games were the sort of adventure books in which you read a section and then are asked to choose between several options which section to read next. The very first one I bought was The Forest Of Doom from the Fighting Fantasy range written by Ian Livingstone and Steve Jackson. It was in the early eighties when the craze was just starting. I, along with one of my cousins, bought about 20 books from this series (including a two player version) and several from other series. They were a very good introduction into the world of Role-playing and it was only natural that I would progress onto proper Role-playing games.
The first Role-playing game that I purchased was Maelstrom. It was actually bought because part of the rulebook was a solo adventure just like the Fighting Fantasy books above but unlike them had a very detailed character generation system and contained a vast array of background information and a solid set of rules for the Gamesmaster to follow when playing. As far as I can remember, it was set in an unspecified location, though 16th century England would definitely have fit the bill. It was a world without gunpowder, the main weapons for protection were swords and knives, the land provided several herbs and poisons if you knew what to look for, literacy was an unusual, though very important, skill and the horse was the primary mode of transport. As my first foray into running Role-playing games it was a good starting point, the rules were fairly easy to learn (the book being split into standard and advanced rules sections) and the inclusion of the solo adventure meant that practice could be done before trying the, sometimes, daunting task of being a Gamesmaster.
While learning Maelstrom I continued to buy the Fighting Fantasy (and other) adventure gaming books but shortly afterwards I decided to concentrate purely on Role-playing games and bought my first boxed set of the Middle Earth Role-playing game. It was with this system that I started introducing some of my school friends into the genre, one in particular, Rob Garner, was instantly taken by the appeal and we spent many evenings creating characters, playing and discussing the merits of the several systems that we bought.
I have just started playing an e-mail based role-playing game Gamesmastered by a friend of mine, Nick Rowe (check out his website via my links page). It's an Earthdawn campaign and may persuade me to run an Advanced Dungeons and Dragons campaign, set in the Dark Sun world, depending on the success of this one.