The last panel I saw at the 2015 SLC Comic Con FanX was "Horror, Mystery, and Thrillers: How Authors Keep the Story Moving and the Readers Glued to the Page." This session featured authors Jason Anderson, Michael Brent Collings, Larry Correia, J.R. Johansson, Craig Nybo, and J Scott Savage.
Action is not the sole thing that keeps books consistently engrossing. When it comes to writing scenes that are thrilling, mysterious, or horrifying, you need to rely on other techniques to keep the story moving and readers invested.
The thing that really make these stories great is that they're twisty; when it comes to writing in these genres, writing in a straight line is bad, because it's predictable and dull. You should still have a good writing philosophy and a clear concept of what's going on, but you also shouldn't go with the first idea (too predictable). If you can pull off a good level of suspense, you'll stop the reader from skipping over scenes, and you'll be successful in keeping them entertained. Stories fail if readers are pulled out of the experience, or if the ending has a poor payoff.
One quick and easy way to generate tension is to unsettle your characters, and the readers in turn. Disorientation and misdirection are the key tools: if you throw your characters off-balance and trudge them through the worst situations imaginable, readers will be equally thrown off-balance and will want to know what happens next. I think the best compliments I received as a writer is that the reader always wanted to know what happens next. If you're struggling in this area, you could place yourself in the situation...literally. Within reason, it may help you to go out and experience something outside of your comfort zone, so you can write about it and make your characters endure the same thing.
Even if you have to bring the tempo of your story down, you should always keep something going on to keep readers invested. Conflict must always weave through the story; it's the single most important driving force in any plotline (although some writers can pull off stories without plots, but such stories aren't really thrillers, mysteries, or horror). What helps keep a conflict rolling are questions; pressing questions about why things are happening or what's really going on can be more immersive than any world-building. Whenever you have a conflict sequence, you connect from point A to point B and inteweave them to generate questions for both characters and readers. It's wise to answer some questions as the story goes on; if you delay the answers for too long, or don't answer them at all, readers will get frustrated (look at what happened to that show Lost). If you answer some questions, you can always open up another one to keep things rolling continuously. No matter what you do, the responsibility of the answer rests on the authors. The answers you give don't even have to be the right ones (red herrings), but they should quench the readers' thirst.
When it comes to plotting, you can have multiple plotlines running at once; when one plot has a lull, the other could rise, until both reach the climax and get tied together. This way, you can juggle many different tensions in a story. To avoid things becoming too stale, excise scenes that don't contribute to the conflicts; they aren't necessary and will only bore the readers (character-building and other things can co-exist with the plotting). Better yet, simply don't write those scenes that readers will skip. Some stories don't even need slow parts; a simple change of direction can work better than a slowdown. If you're a writer who outlines, you'll have an advantage, because you'll be able to organize the plot in advance.
Your actual writing style also contributes to your story's readability. Dialogue with texture and personality will keep readers engaged (another compliment I feel proud of, somebody called my writing "textured"). Descriptions should also be interesting (avoid being generic or dull, vary your sentences).
Don't write "sucky people." Readers won't care for the story if everybody in the book is a jerk. There has to be somebody they can relate to. I don't think it should even matter if it's the protagonist or antagonist, just as long as the reader finds him/her likable.
Above all, if you're enthusiastic about your writing, it will show in the actual work, and it becomes infectious. Readers will resonate with it and become enthusiastic themselves. If you're on a roll and the story's working, you don't even need to know why it's working, just go with it.
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