Help! New player wants to drop their character and roll a new one.

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I'm a relatively green DM. I've ran a half a dozen games with some decent players. A couple of other friends heard and asked if I could be a steady DM for them. One of the players brought her little sister who has never played before. We spent one night going over character building and the like. Everybody went home with a character they liked and started working on backstories.

As a player I really like when a DM weaves PC backstories into a game. It adds a lot of depth and makes characters more than just a tool to unlock doors and collect treasure.  My friend and her little sister wrote really good backstoreies that have common ellements so I ran with it. Essitially the backbone of the entire heroic campaign was based on them. 

We played our first campaign last night. It went fairly well for four new players and one 3.5 veteran. However the little sister was very frustrated with her character. During the non combat portion she got several bad rolls that resulted in failures. The other characters were able to make up for the bad rolls and the party won the night, but the little sister was still upset with the way things unfolded. I don't feel that my checks were too hard, most could have suceeded on a roll 10 or 11.  

Eventually, she decided that the character she rolled was not the character she wants to play. I already have the house rule that untill they reach level 3 players can swap any skill, power, or feat inbetween games with no penalty. Unfortunatley she wants to do a complete reroll, with new backstory race and everything. She even wants to switch roles (she's the only Leader in the group)

This is going to make a giant plot hole and leave the party unbalanced. What should I do?
This is going to make a giant plot hole and leave the party unbalanced. What should I do?

It was a mistake to weave them in that closely in the first place. You painted yourself into a corner.

Let her change of course. If you don't, there's a good chance she'll quit entirely. If the character is integral to the story, make it an NPC and take it off stage. (Which you can still do if she quits, but I assume you want to retain the player.)

If possible, look for ways to retain parts of the old background with the new character. Perhaps you can retcon everything and have it so that her character was that way the entire time, especially if it's a change to a closely related class.

If I have to ask the GM for it, then I don't want it.

First off, yes... absolutly let her change.  I did something similar my first campaign.  Everyone got a reroll at level 2.  Main difference is that i planned it in.  (of course, i managed to kill all but 1 of them anyways about 2/3 of the way though the level...  so yea).

Anyways, lot's of ways you can go...

1) Try and tranfer the story.  Might of been a completely new class, but the same "character".
2) There's compainion rules in the DMG2.  So you can still have the same character go along.
3) Have the character get kidnapped.  Rescue mission is always a good time.
4) Betray the party.  You don't get many opportunities to do that (cause you don't want player vs player).

Remember, if you didn't tell them part of the plot, it didn't happen yet.  It's generally why i don't plan more then 2 sessions at a time.

Also, don't worry if there's no healer.  Just add more potions of healing to their loot.

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F-111 Interdictor Long (200+ squares) distance ally teleporter. With some warlord stuff. Broken in a plot way, not a power way.

Thought Switch Higher level build that grants upto 14 attacks on turn 1. If your allies play along, it's broken.

Elven Critters Crit op with crit generation. 5 of these will end anything. Broken.

King Fisher Optimized net user.  Moderate.

Boominator Fun catch-22 booming blade build with either strong or completely broken damage depending on your reading.

Very Distracting Warlock Lot's of dazing and major penalties to hit. Overpowered.

Pocket Protector Pixie Stealth Knight. Maximizing the defender's aura by being in an ally's/enemy's square.

Yakuza NinjIntimiAdin: Perma-stealth Striker that offers a little protection for ally's, and can intimidate bloodied enemies. Very Strong.

Chargeburgler with cheese Ranged attacks at the end of a charge along with perma-stealth. Solid, could be overpowered if tweaked.

Void Defender Defends giving a penalty to hit anyone but him, then removing himself from play. Can get somewhat broken in epic.

Scry and Die Attacking from around corners, while staying hidden. Moderate to broken, depending on the situation.

Skimisher Fly in, attack, and fly away. Also prevents enemies from coming close. Moderate to Broken depending on the enemy, but shouldn't make the game un-fun, as the rest of your team is at risk, and you have enough weaknesses.

Indestructible Simply won't die, even if you sleep though combat.  One of THE most abusive character in 4e.

Sir Robin (Bravely Charge Away) He automatically slows and pushes an enemy (5 squares), while charging away. Hard to rate it's power level, since it's terrain dependent.

Death's Gatekeeper A fun twist on a healic, making your party "unkillable". Overpowered to Broken, but shouldn't actually make the game un-fun, just TPK proof.

Death's Gatekeeper mk2, (Stealth Edition) Make your party "unkillable", and you hidden, while doing solid damage. Stronger then the above, but also easier for a DM to shut down. Broken, until your DM get's enough of it.

Domination and Death Dominate everything then kill them quickly. Only works @ 30, but is broken multiple ways.

Battlemind Mc Prone-Daze Protecting your allies by keeping enemies away. Quite powerful.

The Retaliator Getting hit deals more damage to the enemy then you receive yourself, and you can take plenty of hits. Heavy item dependency, Broken.

Dead Kobold Transit Teleports 98 squares a turn, and can bring someone along for the ride. Not fully built, so i can't judge the power.

Psilent Guardian Protect your allies, while being invisible. Overpowered, possibly broken.

Rune of Vengance Do lot's of damage while boosting your teams. Strong to slightly overpowered.

Charedent BarrageA charging ardent. Fine in a normal team, overpowered if there are 2 together, and easily broken in teams of 5.

Super Knight A tough, sticky, high damage knight. Strong.

Super Duper Knight Basically the same as super knight with items, making it far more broken.

Mora, the unkillable avenger Solid damage, while being neigh indestuctable. Overpowered, but not broken.

Swordburst Maximus At-Will Close Burst 3 that slide and prones. Protects allies with off actions. Strong, possibly over powered with the right party.

Tying plots to characters is fine, but but you can't be too dependant on them. They die, they leave the group or get board and want a new character. As a DM, never be too in love with your story. Stay dynamic; try to make your campaign responsive. That is to say, as you learn what story elements apeal to your group, give them that, even if it wasn't what you originally had in mind. It's great to work in backstories, just don't put yourself in a position where you're dependant on a particular PC for your campaign to work.

And I'm with mellored. Planning a couple sessions out is plenty. You may have ideas you want to develop, but stay open to things going in a different direction. Some of your best ideas will come from your players. 
I'd say take a look at the little sister's character first, and see how well optimized it is in respect to the other characters.  If she's frustrated that her character is feeling weak compared to the others, maybe it is because she is a little bit.  As a DM, I like to help new players build characters that are mechanically decent, if only to keep some balance between my newbies and my char-opping munchkins.

If she's only been around for a session or two, maybe you can keep most of the backstory, but retcon her as a different class and/or race more to her satisfaction?  Or, if it is legitimately just a night where the dice gods didn't smile upon her, maybe she will be luckier next time and appreciate the character more.

Forcing someone to stick with a character they don't want to play isn't going to be fun for either of you.  You may have to change the story around a bit.
If role balance is that important, you could be a little more generous with the healing potions and encourage others to multiclass in leader classes so the party at least has some dabblers in leading.
Also, I think we have to recognize that not all players like to play the leader, and not all parties are as appreciative of the leader as they should be.  I remember one game where the other members of my party were complaining about my character because I wasn't dishing out enough damage.  Of course, they failed to take into account all the times I healed them.  Also, sometimes it can become a chore to simply be a back-rank healbot for a guy who gets to run up and slash away at the bad guys.
DM advice: 1. Do a Session Zero. 2. Start With Action. 3. Always say "Yes" to player ideas. 4. Don't build railroads. 5. Make success, failure, and middling rolls interesting. Player advice: 1. Don't be a dick. 2. Build off each other, don't block each other. 3. You're supposed to be a badass. Act like it. Take risks. My poorly updated blog:
Well, as far as 'unbalanced' goes, that's not an issue at all.  You don't need each role represented.  Players should be allowed to play whatever they like on that front.

Since your friend's character is staying, you still have access to all the plotlines you did before, just with only one PC closely associated with it instead of 2.

What you *could* do is 'demote' the little sister's first character to a Companion Character, then let her play whatever she likes.  Then you can remove the character at a time better suited to your plot needs (or not, as you wish).
Another day, another three or four entries to my Ignore List.
How old is Little Sister? You might want to adjust your expectations of stability and maturity, to avoid a repeat surprise.

But in general, what everyone else has said. Look for a way to say yes.

National Novel Writing Month's website has tips for what to do when your story is stuck. One of them is "Unexpectedly kill a major character". (It's obvious that the Disney Princess and the Dashing Hero now fall in love and get married and that's the end of a rather cliche'd short story... oops, this is supposed to be a novel... the Dashing Hero accidentally dashes in front of an arrow and now the Disney Princess must go back to the old witch ... quickly find another Dashing Hero ... find a farm that needs a pig-herder ... get to the castle on her own ... become a Dashing Hero herself.)

So if you can't proceed without her character, turn it into a Companion Character and look for a chance to kill it without disrupting your story more than you can deal with.
"The world does not work the way you have been taught it does. We are not real as such; we exist within The Story. Unfortunately for you, you have inherited a condition from your mother known as Primary Protagonist Syndrome, which means The Story is interested in you. It will find you, and if you are not ready for the narrative strands it will throw at you..." - from Footloose
the Dashing Hero accidentally dashes in front of an arrow

... it hits him in the knee, and he can't be an adventurer anymore.

(Sorry, couldn't resist.)
Another day, another three or four entries to my Ignore List.
Thanks for all the great tips on how to say Yes. 
the Dashing Hero accidentally dashes in front of an arrow

... it hits him in the knee, and he can't be an adventurer anymore.

(Sorry, couldn't resist.)

I always shoot those guys.  In the knee.  With an arrow.

Confused about Stealth? Think "invisibility" means "take the mini off the board to make people guess?" You need to check out The Rules Of Hidden Club.
Damage types and resistances: A working house rule.
Let her change of course. If you don't, there's a good chance she'll quit entirely.

Quoted to highlight the most important part of a very helpful post.

Here are the PHB essentia, in my opinion:
  • Three Basic Rules (p 11)
  • Power Types and Usage (p 54)
  • Skills (p178-179)
  • Feats (p 192)
  • Rest and Recovery (p 263)
  • All of Chapter 9 [Combat] (p 264-295)
A player needs to read the sections for building his or her character -- race, class, powers, feats, equipment, etc. But those are PC-specific. The above list is for everyone, regardless of the race or class or build or concept they are playing.
Can't disagree with those who say to let her change the character. A lot of good options have been presented in this thread.

On the more specific point of campaign design with regard to character backstories, there are two approaches to this that I use. If I am writing a story arc ("mini-campaign") that is meant to be played over a finite amount of levels and has a beginning and end, it's easy to go heavy on weaving backstories into the story. Essentially, you're telling a specific story in the lives of these specific characters and you expect that story to end within 3-5 levels. This is the method I use for games like the one I'm running for several people here on the forums. It's levels 6-9 with a plot that is invested in the characters. However, what I've done is make it where each of their backstories links to various facets of the story such that if someone dies or changes characters, the rest of the characters have good reasons for continuing with their mission. These characters will only see 4 levels of mechanical development before they are retired, so you need to really cram it in and avoid subtlety.

On the other hand, if you are planning a long-running campaign, either one for an entire tier or open-ended with no particular endpoint in sight, then it pays to be more subtle in how you weave together the backstories. A longer game increases the chance that one or more players will want to try something new, especially as new options become available. The more you invest the story in a particular character as opposed to, say, the group's goals, the greater the risk of derailment when the player starts looking at greener pastures.

In the end, there's a fine line here and your personal style will dictate how it plays out. But I think my rambling rules of thumb have served me well in this regard. (Especially when 4e was brand new and my players wanted to jump from class to class like crazy. That's when I brought out the pulp action episodic game with stories that didn't have to tie into each other. This is another option you can use.)

For any decision or adjudication, ask yourself, "Is this going to be fun for everyone?" and "Is this going to lead to the creation of an exciting, memorable story?"

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