Once upon a time there was a simple, perfect, world. It lasted for some endless `time' (or more to the point, time didn't really exist and nothing much was changing). The fundamental runes existed even back then, each associated with a particular being—associated is too weak a word, the rune and being were more or less the same thing. But change happened and perfection was lost. One thing led to another, and while most being were trying to make things better, as they saw it, things kept getting worse. Eventually chaos entered the world, and destroyed pretty much everything. This was the great darkness, when the world broke. A few brave survivors took extraordinary actions, and all worked together, and they were able to defeat chaos and save the world. They were able to mostly put the world back together (maybe some pieces were missing, but if so nobody really recalls them anyway)
The above paragraph describes the beginning of things for most Gloranthan cultures. But that early beginning was different for the gods, for the spirits, for the sorcerors. Early on the three worlds didn't contact each other much. By the end of the darkness the `middle world' or `mortal world' where mortals live was a mix of all three types of magic. The first layer of `the other side' also mixes these sources to some degree. There are more abstract, higher, layers that are more pure to the original worlds.
>From the Heortling point of view, most of the gods were in Hell by the end of the Darkness, either from being killed or having gone there deliberately. They managed to put aside their differences in The Great Compromise, and then directed by the poorly known goddess Arachne Solara they each held a part of the great net she'd weaved When chaos had destroyed pretty much everything, including most of itself, the ultimate chaos god came to the underworld to finish things off. But it got caught in Arachne Solara's net, and she devoured it. Afterwards, she gave birth to Time itself.
Everything since then has been in time, where you can at least in theory write an accurate history. Everything before then did not operate with time as mortals can grasp it. There were things that happened after things, there was cause and effect, but things were different in fundamental ways.
A couple of paragraphs back I mentioned the Great Compromise. In it, all of the gods agreed to stay out of the mortal world and to affect it only through mortals. The gods still exist, but they are confined to the God World, bound to only repeat those things that they'd already done. Change was henceforth to be the realm of mortals, the immortals were timeless, and fundamentally limited. It was a huge sacrifice for them to make, but it was the only way to save the world. The runes still exist, associated mostly with new gods (the early, primal, gods generally did not survive all the changes). Not every culture agrees on which god owns/embodies which rune.
When Heortling go to the other side, they generally first go to the God World through rituals of worship. There they experience the deeds of their gods as part of the identity-less multitudes. This is the world before it was destroyed and put back together, before it was limited by the Great Compromise. Everything is fresher, bigger, brighter. It is always fresh and new when you go there, because that is its nature. The best I can imagine it is to think back to the most vivid memories of childhood, those things that blew your little mind and filled you with wonder—the God World is always like that. Or another way to look at it, it is the totally kick-butt cinematic cut-scene in a video game—sharper, better produced, than anything else….and the same every time.
When people go on heroquests to gain powers for themselves or their group, they do this mostly in the Hero Plane. This is where the various other worlds interact more. It is still a land of pure myth, outside of time, still brighter and bolder and scarier and so forth. But on the Hero Plane those conflicts between all of the various myths mean that you never really know how things will happen to you. You might think you know how the story goes, but you could end up in a different version of it and have different, possibly horrible, things happen to you. This is the video game world to some extent. Everything is cranked up to a higher level of intensity than in regular life, there are choices to be made, but the choices are somewhat limited, and trying to go too far off the path of the story is pretty much a sure way to die.
As for how player characters get their runes: It is really whatever the player wants. It could be because he likes the sound of those runes, it could be because she thinks a particular set of runes seems more powerful, it could be because the player really likes the sound of a particular god so chooses the runes associated with that god. So if a player likes the idea of being very mutable and adaptable, water might appeal. If someone else if focused on building up to a position of great power, Mastery might be something they view as key. If someone really like the idea of being a grim holy warrior of the death god, then Death will be the key rune, and probably they also take Truth (associated with the Heortling death god Humakt).
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