So, my taste in fantasy tends toward the "all in" variety. I don't like pussyfooting around, and want to see all the crazy, outlandish, big things I can.
DMing in D&D is half designing a game and half cultivating a story. I think it works best when it's a collaborative effort with your players - in the midst of my 3+ year Ravnica campaign, I actually kind of wish I had made it more player-driven rather than having a very clear structure from the get-go, and I'm planning to open things up a lot, making things more improvisational, when we hit tier four, which is probably happening in a month or two (or at least within a four to eight sessions).
I'm in "Act Two" of Baldur's Gate 3, and while there is surely some stuff to be done in the "Mountain Pass" region, even after I pretty resoundingly got Lae'zel off of team Vlaakith and on team "screw that lich queen" I think there's more to do in that creche. But most of my focus has been in the Shadow-Cursed Lands, where the figure Ketheric Thorm is being built up as a really important villain.
The Shadow Curse has left this region blighted by the planar influence of the Shadowfell. There's undead everywhere, as well as a mystical darkness that does nasty things to you if you don't have a light source nearby (thankfully the event that happened after I got the buff that let me ignore this turned out pretty well for me, combat-wise, with I believe not a single Harper dying in the attack - my roommate told me that on his playthrough, things went way, way worse).
This region of the game, analogous to the previously-explored coastal area near the Nautiloid or the Underdark region, is spooky as hell. In particular, when you go into a town (which needs its own special buff) that was ruined by the shadow curse, things feel very horror-themed.
This is still on the Prime Material Plane, but the source of the curse is a kind of planar connection to the Shadowfell. And it got me thinking: what, really, is the difference between setting this where it is versus just having us go to the Shadowfell?
And that's sort of an inconsistency in D&D - but one that I don't think is a flaw.
Planescape, which we're getting a setting box set for next month (and I'm crossing my fingers that "box set" does not make it a disappointment like the Spelljammer one was) is premised on the notion that people live amongst the planes - particularly in the Outer Planes. There's a sort of meeting of the strange and the mundane. Mortals live on, say, Mount Celestia, not as an afterlife but as a kind of hometown. Indeed, they actually do return to those planes as "petitioners" when they do die, and the afterlife, and beings like celestials and fiends are all fairly normal and familiar to them.
Likewise, the Shadowfell can be a place where people just live their lives. Even the Domains of Dread (the setting for Ravenloft) have people who just, you know, live there, despite these being places adrift in the Shadowfell that operate on pure nightmare logic (it's not clear to me to what extent WotC is still interested in non-Ravenloft parts of the Shadowfell - the 'plane of shadow' from pre-4E was more of a dark mirror to the prime material plane, while Ravenloft as currently conceived isn't necessarily a direct reflection of the material, and is more these little pocket realities).
But you can approach this a different way, as it seems BG3 does. In this case, the Shadowfell is a place of such profound power that we don't really have to visit it to feel swept up in it. Granted, we do see Halsin enter the Shadowfell and then return, and I believe we will actually go to it when progressing Shadowheart's quest. But so far, much of what I'd expect to see in the Shadowfell has already presented itself in the town around Moonrise Towers.
I've encountered two of Ketheric Thorm's family members (descendants, I think) who are profoundly over-the-top spooky, like something that would make sense to be in Halloween Town from Nightmare Before Christmas if they toned down the explicit violence a bit (I'm a little sad I biffed the performance checks to impress the bartender built like a World of Warcraft Abomination - I wonder if we could have had a friendly interaction).
Still, again, I think this inconsistency is just what allows you to run the game as you see fit. The Shadowfell is kind of a curious and interesting addition to the lore (as of 4E) as it could easily be the worst place your players ever go, or it could be relatively safe and comfortable compared to the Lower Planes. Or, it could hang mysteriously as an influence rather than a destination. You could have one campaign in which the players enter the Shadowfell in the early levels, or even start there, but you could also have one in which the entire plot is built around some evil villain trying to open a gateway to the Shadowfell and to summon forth the monstrous things from within.
The stakes of it are just what's needed for the story you want to tell.
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