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After being on DeviantArt for a few years now, I've noticed patterns in people's stories. Patterns, that I can't say I've ever seen until I started using the internet. I believe that's because these kind of patterns are thoroughly unprofessional. The pattern in short is this:

Character = victim
Plot = bad things happening to said victim

Maybe this sounds harsh. It's not if you understand that is ALL there is to these stories. They take any character, hurl them into a tragedy and that's it.

Let's get this straight: We do not know your character well enough to care about them yet. No matter how bloody and gutty their injuries are, no matter how many of their family members are deceased, no matter what their boyfriend did to them, no matter what kind of disease they have, WE. DO. NOT. CARE!!!!!
These kind of things are sad in themselves, but WHO is this person we're supposed to feel so horrible for? Establish THAT. It should be your absolute FIRST priority: no exceptions.

No more pasting faces onto the same cardboard-cut-out sob story protagonist.
If you want readers to care, you must FIRST GIVE THEM A HUMAN BEING TO CARE FOR.

If you don't, yes of course you are still going to get comments from emotional people who find your story intriguing. That is not the point.
The absolute WORST thing you can do is (I hate saying this), taking comments from people on the internet seriously (about your writing, that is).
People who have no CLUE about literature will post comments on the most unprofessional writings and say things like, "This made me cry. You are like the next J.K Rowling."
DO NOT LISTEN TO THESE PEOPLE UNDER ANY CIRCUMSTANCES. THESE ARE THE PEOPLE WHO HAVE MADE THINGS LIKE TWILIGHT AND 50 SHADES OF GREY POSSIBLE.

All I'm saying is that if you think things like Twilight are insults to literature, I beg you to take the advice given above. If not, what can I say but: carry on. Let the age of Mary Sue begin.

We need to remember: a rich story is made up of so much more than only one element; it can't rely only on being "dark," or "tragic" or "romantic." These things are for bringing out emotion. It's ESSENTIAL that there is something worth being emotional ABOUT.
That is how you tell a beautiful story.

And even then, if you give us something we truly care about, you'll realize "I can make something even less tragic happen and it will have a much greater effect now."
Sometimes you'll even realize that being subtle is even more disturbing and "dark" than going all out.

I said it before, I'll say it again: drama is the anti-suspense. Drama needs something to feed on or else it is dead.
It's up to you to make casual, every-day scenes interesting too.
Humor is a particularly wonderful tool for making characters appealing. The more appealing the character, the more the audience will care when they suffer.

Think of your favorite cartoon character. Now imagine if they died. Not a funny, cartoon-ish death where we know that they'll be all right again in three seconds.
Pretend they came to a permanent end that was actually portrayed very tragically and non-sarcastically.
Kind of leaves you with a disturbed feeling, doesn't it? If this is the way you want your audience to feel about your characters, then follow this example. It doesn't mean your character has to be as silly as a cartoon character, it just means we should feel like we know them in such a way that we can feel their pain.

In short: don't give us another card-board soap opera. Give us something to love.
No more "I'm going to drench this character in blood and my story will automatically be deep!" If that's as deep as you can get, you must be very shallow indeed.

EDIT: CLARIFICATION

I'm saying that introducing the character should be first *priority,* not necessarily the first thing in the story. The point being, don't write a story that you worry about the character second to the soap opera.
Of course many stories (Harry Potter included) start off with bad things happening. This is because they're crucial to setting up the entire story. The point is not to expect your audience to be scandalized yet.

Also, when you read this guide, assume I'm talking about writing seriously. I'm not picking on those of you writing for practice/fun/etc.
This is a concern because things like this are being published these days. If this isn't your goal, carry on by all means.

I posted this because it's getting to the point where there is no unique style. This is the style that most beginners (and therefore most people) tend to use. I'm not picking on beginners, just pointing out not to settle with the first, most obvious style of writing that no one encourages them to grow beyond.
Are there people who enjoy this kind of writing? Of course. But why is it all we should be content with?

The attitude should be something like this: make the character deep enough for whatever you're writing.
If it's a short deviation, naturally less so than in a novel.
Same if it's not the point of the thing you're writing (say you're just trying to bring out a moral or something).
However, if you expect to write a sob story this is highly important.