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The Pathfinder Beginner's Box got a lot of praise for its accessibility and informative introduction to Pathfinder (3.X variant).
D&D 4th Edition is overall a much easier system to learn than the other editions. The D&D Roleplaying Game Starter Set is 4th Edition's "Beginner Box" equivalent. It's out of print and very expensive now, though.
Make them a character that does a little bit of everything, ask them to roleplay (and make their own backstory, etc), then nudge them endlessly until they are equal parts RP and mechanics savvy.
It will be infuriating, but try to keep the annoyance on your side alone. D&D is rather complex so being annoyed AND not understanding things might convince them that they can't have fun so they just give up.
If necessary, get a shill to help boost their confidence and offer an enthusiastic partnership. The stooge can help play the new person up (so it seems they are 'winning' at their main focus) and take care of other things so you, as the DM, don't have to directly coddle them.
A pickle shifts uneasily under the bun. I give you a hamburger.
Are you introducing them to an already existing group?
In that case, I would advise running a separate session for them so they can learn the feel of the game. It can be very hard to work up the courage to roleplay if you have seasoned players around you.
Are you forming a new group with them?
I assume this is the case. Depending on what system you will play, it might be a good idea to skip combat the first session. Let them get a feel of their characters and roleplay a lot, and maybe have a simple combat that makes them feel like they're being awesome.
The first impression a player gets is often the most important.
(Forgive me for any typoos or the length of my post. I am writing this while working)
When doing so myself, I would grab the player's handbook, and make them a character to start with.
Ask them what archetype they want the character to fit-Warrior, Archer, Sneak, Mage, so on-then build a basic version of that. Put them through a fairly simple scenario, preferably one that draws on the character's out-of-combat skills, and generally ease them into what the character is capable of.
As a disclaimer, I haven't yet done a great job after 'build them a character', so take it with whatever amount of salt you find appropriate.
If you make them a character, I'd try filling out the sheet in front of them and explaining everything as you do, that way they don't start the first session not even knowing what saves and BAB are.
I'd also make a list of feats they would want and let them choose, that way they're not looking through the whole book at level 3 but do actually get input in making their characters. The main frustration of my first party was me spending hours trying to figure out what to take for my Sorcerer while our Ranger was annoyed about the co-GM having chosen bad lvl 1 feats. It's better to try to find a medium, because some people really need hand-holding at the start when others don't. If they have an idea of what playstyle they want to do, that's great, but make sure they know what they're picking. The Paladin should know about his Code, the Rogue should know that they need friends to flank, the Fighter should know he's there to do damage and support, not just one, and the Wizard should know how prepping spells works.
The Community episode about D&D is a very accessible introduction to the hobby. It provides a few good role-models and some bad ones, and really communicates the feel of the game to a beginner. I don't advocate their particular play style, but it serves as enough of an introduction to build off of. It's amazing how many unspoken assumptions are outlined in the episode which help later when the beginner sits down at the table.
As far as teaching the game, it's easy if the player wants to learn. There are many good guides for introducing players to the game though, and I'm tired, so I'll leave it at that. Good luck.
Perfectly sane, for a given definiton of sanity.
I'd also say, ask them "Who do you want to be?", and tell them they can name any character from movies, books, or shows. Try to refine what defines these characters, and you essentially already have a character, and a role-model for the new player, too.
Tell them to think like their example: what would Luke Skywalker do? How would Indiana Jones react?
I initiated a friend into D&D (and re-initiated another) basically by giving them pre-made characters and saying "just tell me what you want to do, and I'll tell you what roll/check you need to make."
I think that's an excellent idea.
Si non confectus, non reficiat.
if it were me ,i would first ask them about charactors in cinema, like Conan, merlin, excaliber, beast master, Xena, hercules, even charactors that are not specifically Fantasy but would be a good role to play like Richard decker from BladeRunner. show them how to flesh their charactor out as far as goals and dreams quirks. Mechanic will come Role Playing takes work. It is ok, not to have a "perfect charactor" flawed charactors is fun. Emmerse them into a charactor then play the mechanics.
It is easy to say roll a d20 or great axe is a d12. roleplaying is the hard part. Tell them to HAM it up and go alittle over board.
+1 on the Community D&D episode. Somebody associated with that show gets it... Much of the advice regarding character creation seems sound--I think having some pregens available is not a bad idea--if one of the new players is hitting a creative/understanding block, you have an out (how about one of these fine, archetypical characters?).
But whether or not you give them pregens or walk them through character creation, I think keep character creation to no more than 30 minutes. If this means limiting choices a little, remember that they do not yet know what they are missing. 3.5/4th/PF all are complex enough that a new player needs a taste of character creation, but then needs to start playing. Have a dramatic opening scene that ends with a question like "What do you do?" or "Roll initiative.