THE END

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Sometimes we have a story, and we want to tell it. Then, we build the game around this story. In such cases, we already have a well defined and satisfying ending, by delivering what the plot demands.

But sometimes we have gameplay. And we need to craft a story to go with it.
Sometimes we have characters, not a plot. Or maybe we have a setting, but once again, not a plot. Maybe you want to make an open-ended game, but still have an ending. What do you do?

This problem, in my case, comes coupled with the Short game problem: How to make a game that's short, yet rewarding and feels like you finished it?

It's hard... It's so difficult! How do you get that sense of completeness in a game? What is it comprised of?
You're asking many different questions here.

When your starting idea are gameplay features/mechanics, the easy option is to use blank slate characters with little development and a short simple plot. That way the focus is overtly intended to be on the gameplay.
Example: Diablo.

When you begin with great characters, write the important points in their development, flesh it out, and make whatever world/NPC you need to support those points.
Example:
-Backstory: Locke's girlfriend dies to save him.
-Haunting: He seeks a legendary treasure that could bring her back to life.
-Adaptation: He swears to protect the new women he likes.
-New hurdle: Celes seemingly betrays him.
-etc. (I won't spoil all of it)

When you begin with a world/setting, write everything that makes it important or cool and what should happen in it. Then use whatever characters will get the most out of it.

Or try to link every aspect together for a better end result.

A short story doesn't have to explore all of the possibilities or to tie all loose ends. Sometimes leaving room for interpretation or new content can be satisfying enough from the players' or audience's perspective.
Example: 2001, A Space Odyssey.
Sooz
They told me I was mad when I said I was going to create a spidertable. Who’s laughing now!!!
5354
There's really two elements to making a satisfying story game: The gameplay narrative, and the story narrative.

The gameplay narrative is the most important* to consider: it's a basic increase in difficulty and/or complexity as one plays, usually building on techniques and strategies introduced over the course of the game. In the most simplistic terms, it's like leveling up until you can easily swat aside enemies that gave you trouble when you were just starting. Things like increase in puzzle complexity are also a kind of narrative; you start with super basic puzzles, then add more elements and bits to keep track of until you've got some tricky, multi-step brainteasers going on.

Story narrative is what's going on with the characters**. You said, "Sometimes we have characters, not a plot," but really like 99% of plot comes from characters. Here's this person. They want a thing- to save their spouse from a kidnapper, to win The Big Race, to not be punched in the freakin' face. There is some obstacle preventing them from easily achieving the thing. That's the basis of story. It gets more complicated as you add more people with conflicting desires- to rescue the spouse before the protag, to go on a date with the protag on the same day as The Big Race, to punch the protag in his stupid face- but at its core most storytelling is about dealing with obstacles to what a protag wants. So, if you have a character, you have the story: you just need to know what he wants, and then prevent him from getting at it.

In either case, a satisfying narrative is simply allowing the audience to look back at the end and see how much things changed and advanced. For gameplay, it's "Man, when I started, I could barely deal with this first level stuff, now look at what a badass I've become!" whether in skill or levels. For the story, it's "Wow, look at all the obstacles protag overcame!"***

Story narrative in particular relies on things changing. Your narrative isn't going to be terribly fun if, say, the protag starts as a master of something and ends still the master of something: there's not much sense of accomplishment, and no feeling that there was a point to anything. Stories are (usually) about how the status quo got broken irrevocably: The spouse is retrieved and the kidnapper is in jail, the protag realizes they only wanted to win the race to impress their date and gives it up to go be a better SO, it turns out being punched in the face is actually super fun so the protag becomes a boxer. The ending doesn't need to be a twist, just something that makes sense with the events of the story and something that involves a change.

Good grief, that's a lot of text. I sure do like to babble about narrative!

* Barring cases of "interactive story" style games, like Dear Esther or the Stanley Parable, which are a bit beyond the scope of this discussion, but I want to at least acknowledge that they're a thing.

** Usually. Again, there's other stuff you can do, but it's a bit beyond the basic discussion.

*** At its most simple, anyway. There's alternate sources of satisfaction, but generally these are a bit advanced and tricky for a short game.
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