There are a couple of ways you can GM a Pen and Paper RPG.
Prepared Adventures
A
prepared adventure is one where everything has been worked out already.
Usually down to the sequence of encounters the characters will
experience, the events they will go through and how it will end.
It
makes it a simple progression usually. No matter what the players do,
they will pretty much always end up following your adventure's series of
steps. And that works fine much of the time.
The great advantage
of a prepared adventure is that everything is already set up for you.
You have no mysteries and nothing that hasn't been worked out in
advance. You're not going to wonder "what do I do now?"
But there are a couple of problems with the prepared adventure.
The
main problem is that there is no real self determinism of the players.
No matter what they do, the outcome will basically remain the same. The
only choices they truly have are how to overcome what has been put up
against them.
But if you've ever run a game before, you'll realise
that players never do what you expect them to do. And that quite often
leaves the adventure seeming a little off balance. The monsters are
still waiting in a certain room, even though logically they would
definitely have heard that the players were there, and probably either
hidden or come looking for them!
That brings us to our second type of adventure: