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I'm in a dilemma: I don't want my characters to have flawless, limitless and bad-consequence-less powers, but I also don't want to have my creativity limited by such rules and limits.
In my case, it's not a book, but a multimedia work, i.e. such powers are visible, with flashy effects and all, instead of just imaginable, so the possibilities are different from books.

I find it awesome when I see a work where the creator has the freedom to make the character use a new power out of nowhere, usually a character whose powers are not much explained (or even well explained, but in an unexplainable/incoherent way they manage to do that) and most of the public just don't care about how the character found out that he could do that, or that doing movement X would result in such new power, or why it happened, no, they just like it, because it's cool, if it's cool, screw logic, it's cool!

I want to have creative freedom to create the powers, but I don't want to keep the questions above unanswered. However, the more I explain the whys and hows, the less freedom I have, and the more I try to fix things up, the more incoherence is created.

Now how to resolve this dilemma? Do I keep all the rules and sacrifice "coolness" for the sake of coherence/realism, or do I surrender to the "Rule of Cool"?

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I am in favor of rules and coherence. However, also remember that you do not have to show all your work.

Just because you as the writer/creator know how magic/powers work doesn't mean you have to tell readers. Mercedes Lackey has a widely developed magical universe and only once, sort of in passing, mentioned where magic "comes from" or how people can access it. The rest of the time it just is. Poeople are inborn mages or they aren't.

One of the benefits of rules is that it forces you to think about consequences. What happens when you break the rules? What happens when your character runs up against a limitation of powers?

In David and Leigh Eddings' Belgariad/Malloreon series, sorcery is essentially limited to the Will and the Word: if you want something badly enough and say it, it will happen. But: You cannot unmake something with sorcery. "Be Not" is one of the few checks on ultimate power. The backlash is that the sorcerer/ess explodes. Why? "The universe gets offended." No more than that. Where does magic come from? Dunno. It just appears if you will it hard enough. Will is enough of a barrier to overcome that not everyone is a sorcerer.

Having a powerful character thwarted by "Captain, ye cannae change the laws of (magical) physics" creates conflict, and conflict is how your story becomes interesting. Two all-powerful whatevers bashing away at each other is a flashy spectacle on screen, but it becomes boring and unbelievable after a while (and faster so on the page).

Embrace rules and restrictions. They will force you to think more creatively, and therefore increase the conflict your characters have to overcome.

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In addition to Lauren's excellent points, I would refer you to this question: "The flux capacitor--it's what makes time travel possible." When to keep world-building explanations short. Whether you explain magic or not, set limits on it or not, depends on if it matters or not. In some stories it matters and in some it does not.

There is a huge amount of stuff in our lives over which we have no effective control and little predictive ability. This is actually the source of much of the anxiety in our lives and we do quite a bit to try to mitigate the unpredictability of our lives. Unexplained and unconstrained magic is essentially a metaphor for the monster of unpredictability that dominates our earthly lives. It is why fairy tales are full of imps and giants and ogres and trolls, and wicked witches. Explaining the monster would be to pull its teeth. The point of a story is never how we defeat the monster (whether we do or not), it is how we face the monster. We defeat the monster because we face the monster. How is just window dressing.

In other circumstances you may need to explain magic because some plot point depends on it limitations. But I would suggest caution here. If you make this a mere puzzle then it is likely to be of limited interest. The audience for solving logical puzzles with magic rules is no doubt there, but I think it is pretty limited.

Stories are fundamentally moral in nature. That is, they are about people making choices about values. Many stories feature the use of a McGuffin, the thing everybody wants. It does not actually matter what the McGuffin is or why anybody wants it. It is just an excuse to pit people against each other and see what choices they are willing to make. Will Bogey get on the plane with Bacall or stay and fight the Nazis? Its those kinds of choices that matter in stories. Magic in a fantasy is a McGuffin, or the accoutrement of the McGuffin. Its noblest use, at least, is to shape a focus on a particular kind of human choice.

The key thing, though, if you have unexplained magical powers, is not to use them to solve moral problems, or, at least, not to solve the ones that matter. This is Deus Ex Machina, and it is the ruin of stories. Again, it is how we face the monster that matters, not how we defeat him.

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    One way I've heard this phrased is Sanderson's First Law of Magic- unconstrained/unexplained magic should mostly cause problems while magic with lots of explanations and rules can be used to solve problems. – rpjohnst Apr 30 '17 at 4:07

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