Arguably, this could also be considered a Diablo post, given that the inspiration for this was the announcement of the new Warlock class for not just Diablo IV, but also Diablo Immortal and even Diablo II (which has a relatively recent remaster - they're not just rolling this out for a 26-year-old game out of the blue).
Anyway, when not viewed through the lens of any particular RPG system, the terms Wizard, Sorcerer, Mage, and sometimes Witch and Warlock are more or less interchangeable, though I would say that the latter two carry a certain tonal connotation.
When I was growing up, Witch and Warlock were more or less the feminine and masculine, respectively, terms for the same thing: a kind of dark spellcaster (this isn't particularly historical: while I believe most of the victims of, say, the Salem Witch Trials were women, there were some men also accused and executed, so "witch" is not strictly a female term). But I think that in this era, at least outside of the hyper-religious communities, there's been a real reclamation of the term "witch" to connote a kind of feminine mystical power that pre-dates patriarchal cultural impositions. The fact that witches are typically women, of course, has always carried with it this kind of implication that it's a power that doesn't fit neatly into the patriarchy, and so embracing "witchiness" as a rebuke to a culture that denies power to women makes a bit of sense.
Warlocks, on the other hand, being either ungendered or even masculine in connotation, can kind of safely live in that "truly dark" connotation.
The irony, then, for D&D players, is that Warlocks are not, actually, strictly "Dark" in the same sense.
D&D defines its spellcasters more by the manner in which the magic is attained and practiced than its aesthetic and association with any particular supernatural alignment. While the Warlock does, probably, have more dark-coded features (things like "Agonizing Blast" or the Pact of the Tome giving you a "Tome of Shadows") you can actually quite easily play an angst-free Warlock, such as one with an Archfey patron that might be, say, a benevolent fairy court, or even an angel.
Warlocks, rather, leave the door open for a darker, more cynical or scary source of power, in part because the assumption is a transactional relationship with one's patron. You can play a John Constantine-type character with a Fiendish patron while still being a good guy - you've worked out a deal in which you get that power, but it's possible that this deal had you outsmarting them, rather than submitting in some way to them. In other words, you might not have a soul bound for the Nine Hells through some infernal contract.
While I think that the direct relationship with your patron is a really exciting and interesting one for RP reasons, I also think that the relationship need not be totally direct: I think a Warlock who has uncovered a connection, or even stolen relics or secrets from their patron in some way can work well too: the key is that the Warlock has taken power from elsewhere - unlike a Sorcerer, it's not a superpower inherent to them (though I think you can blur the line a bit - if a Sorcerer didn't inherit their powers from their ancestry but got it by being exposed to some sort of energy, they could have a somewhat similar backstory to a Warlock).
The one challenge here, and one that I think can be tough to figure out as a new player, is that Warlocks are not an intelligence-based class.
In a lot of other fantasy RPGs, the warlock archetype is often depicted as the one who discovers secret, forbidden rites and rituals, magic that is banned by more respectable mages, and that it is the secrets that a Warlock knows that are really the thing that sets them apart from other casters, both in terms of capability and also social acceptability.
The truth, though, is that that archetype, the "Dark Mage" archetype, is honestly better handled by, well, the Wizard in D&D. Wizards are, of course, the "classic mage" class, and probably better than any other class fit that standard "magic user" archetype, with spellbooks and scrolls and such.
And so, our Dark Mage, the one that hold all these arcane secrets that are forbidden, for instance, by any reputable magical institutions (or are maybe only granted to those initiated into its innermost circles, in the case of a perhaps corrupted institution) is more, in D&D, of just a Wizard who picks nasty spells to learn. Certain subclasses lean into this: the Necromancer Wizard, of course, is a pretty classic "Dark Wizard," (though I'd argue the Necromancer is a slightly different archetype than the Warlock - you'll note that they are different classes in the Diablo series).
I do think Eldritch Invocations are meant to represent some of those "dark secrets" that the Warlock has access to, and indeed the entire strange nature of their spellcasting, unique compared to all other classes, is meant to make it feel truly different and transgressive, in a weird way. But the nature of the class, being a Charisma caster, means that it feels like it's less aligned with that "I know dark and hidden secrets" as a source of power.
Warlocks do have a handful of unique spells, some of which can be pretty good (obviously Eldritch Blast is designed to be the best damage cantrip in the game, though its benefits of course don't necessarily kick in until you invest in souping it up a bit).
In the early "One D&D" playtest, they toyed with the idea of changing which stat Warlocks used for spellcasting depending on their Pact Boon - Tome would actually not even get Charisma as an option, having to choose between Wisdom and Intelligence (my very first D&D character I came up with, with a Tome written into his backstory, would likely go Wisdom).
I honestly don't know that 5E really has the mechanics to fully embody, on a class-design level, this "Dark Mage" archetype. But the good news is that you can pretty easily accomplish it simply through RP, backstory, and flavoring your spells.
Frankly, a Conjuration Wizard (wonder when we'll see the revised subclass actually printed for 2024 D&D) could be a very good demonologist-type, perhaps picking up Summon Construct to start off with some kind of frightening-looking effigy and then getting Summon Fiend in tier 3, flavoring a spell like Fireball as hellfire and just having all their spells involve dark runes and blood on an aesthetic level.
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