Imagine a world where several different cognizant species live - there are men and women (and genders you don't hope to understand) of an incredible variety of shapes, sizes, colors and forms. Some races live for hundreds or thousands of years, and others for a mere fraction that time. Some are winged, some speak without words, some live only beneath the surface of the earth or deep under the ocean, and have never seen the light of day.
The gods, powerful and timeless, interact on a daily basis with their faithful, performing miracles or appearing in divine form to offer guidance and help.
There is magic in this world -- it emanates from the very stuff the universe is made of and gifted individuals can tap into it, direct it, and work miracles of their own without any god's intervention. Some of these individuals roam the world as mages for hire, finding lost items or people, enchanting locks or protecting personal effects, and acting as guards and advisors to those who can afford paranormal companions. Others remain locked in their impregnable towers practicing their arcane arts in preparation for the day that they, too, shall join the ranks of the immortals.
Now imagine this: you live in this world. You run a fairly prosperous inn located in a large city. Your staff is competent enough, but would be more so if you paid them better. You are a miser.
You hear a rumbling behind the inn, and catch sight of your stable boy running through the common room, covered in dirt and gripping in his grubby hands what appears to be a small golden idol. You have a bad feeling that some priest is going to be very cross to find that gone.
What do you do?
If you were able to think of any answer at all, you're on your way to
understanding the attraction of fantasy role-playing...