Entire treatises have been written, and elaborate checklists constructed, defining the Mary Sue character, but it really boils down to this: A Mary Sue Story is a daydream, written down.
It says something (I'm not sure what, but I think it's a good thing) about pop culture fandom that the (if correctly attributed) Mary Sue story that named the genre is in fact a clear parody of the genre, not an honest example of it. That doesn't mean that the author, one Paula Smith, did not have this sort of daydream and never committed one to paper - in fact, it would not surprise me to find that all the elements in the story are ones that feature in her fantasy projections into the Star Trek universe - but that she was able to step outside these daydreams, realize their absurdity, and laugh at herself for having them. The true, the dire, the much-warned-against Mary Sue Story has no such self-awareness.
Face it, we all do this. It's our natural starting point, and not as egotistical as it looks, either. It's hard enough getting to know ourselves; how can we, as beginners, hope to portray anybody else accurately? The Mary Sue Phase of our lives is when we practice the process of dissecting ourselves into component parts and reassembling them into believable characters who are recognizably not us. We must all do this badly before we do it well, and once we do learn to do it well, we can perform miracles of characterization. Elaine Marie Alphin's book Simon Says is about a number of fully-realized, three-dimensional characters who are all, at one level, mirror shards of a single person trying to become a whole one; and that's one reason why it so perfectly represents my own interior universe. Better than I could have done it. But I digress. (Why, yes, I do really, really want everybody to read this book. Elaine is currently in a coma, thanks for wondering. I'm one of the "assembled multitudes" her husband is sending status updates to, thank goodness.)
Also, Mary Sue stories sometimes do really well in the market. Twilight is a clear Mary Sue story, and that hasn't hurt it that I've noticed. Harry Potter has some Mary Sue-ish elements, too. So if you're still in the Mary Sue phase, and want to write to sell, the thing to do is to work out a story in which Mary Sueishness isn't a bug, but a feature.
Jane Langton, in The Swing in the Summerhouse, and Edward Eager, in Seven-Day Magic, had segments addressing the egocentric and ultimately dull or lonely Mary Sue fantasies of the characters; but I think we can do better than just following their lead.
The central character may or may not have professional ambitions, though that's the obvious way to go. Most kids try their hands at a story now and again, or even frequently, just as they draw pictures and fool around at the piano. It's all the same process. In order for the story to work, though, she must feel a little isolated and misunderstood. There's any number of ways to accomplish this - natural loner, new school, odd one out in the family. Even a "popular kid" is likely to feel the pervasive alienation of our society, the uneasy sense that the popular kid is a facade and no one knows the real one. Nor are we limited in medium. A Mary Sue may be created in text, in graphics, in games - the player who always runs a half-elf wizard or mighty barbarian as an idealized alter ego is a recognized type in the gaming world, as is the one whose avatar bears an uncanny resemblance to himself. LARP and theater will not work, as the notion I'm approaching here requires a Mary Sue with a separate existence; but animation should.
The protagonist and the Mary Sue must interact directly to solve a shared set of problems. The most straightforward thing would be to put the creator into the story at a crisis point; one at which the Creator has written herself into a corner and doesn't know how to proceed. Normally Mary Sue solves problems with ease because the creator is in control and says she does; but with no one driving the plot, it will proceed on its own momentum and the normal easy solutions won't work. Mary Sue and her creator will be the only ones in the story capable of solving the problem, because it is in the nature of a Mary Sue story that everyone except her is purely background decoration, existing to reflect her and give her a setting in which to shine.
"Wait," you say, "stop right there, what about the romantic Mary Sue story in which she is the drooping heroine, continually being rescued? What if it's that sort of story - won't the hero solve the crisis?" No, indeed! For that sort of Mary Sue's existence is predicated on the assumption that everything is about her. The hero rescues her, but never addresses the core problem, which is that something about her (her vast political importance, her beauty, her intelligence, her absurd amounts of money) acts as a trouble magnet and as soon as one threat is disposed of another arises. This sort of Mary Sue also probably has more than one hero, and these heroes, when not saving her from villains or whatever, will be busily trying to score off each other. They will not have any attention to spare for metaproblems, and may be a positive hindrance to their solution, as they keep wanting to interrupt the action to say poetic things to Mary Sue. They will also probably be confused by the appearance of the creator - you could have quite a lot of fun with that, in fact. Mary Sue is agonizing over which of them to pick, and suddenly both the heroes are trying to settle between them which of them gets which version of her.
(Also, IMHO, the romantic heroes of that sort of Mary Sue story are almost always jackasses. You show me an alpha male, and I'll show you somebody who needs a slap upside the head.)
So there's nothing for it - in order for Creator Girl to get back to real life and Mary Sue to live Happily Ever After, they're going to have to get together, because they're the only fully-realized characters in the setting. The first development will be that Mary Sue gets to truly exercise, for the first time, the characteristics which the Creator gave her to make up for her own faults, but which she didn't understand well enough to show in action, rather than merely telling about.
If Mary Sue is a black belt in karate, and the Creator has maybe seen the remake of The Karate Kid and a few episodes of Kung Fu, she won't have ever really gotten to use it before. Now instead of the usual cut scene, from Mary Sue confronted by two dozen thugs to Mary Sue dusting her hands off after rendering them all unconscious, she'll have to fight - and she'll have to protect the Creator while she's doing it. Also - she'll have the chance to lose. Stakes will be higher. She will start making decisions that the Creator wouldn't have made for her, based on both her superior ability and the new vulnerabilities that arise without the Creator's protecting/smiting hand hovering over the action.
Meanwhile, the Creator is busily trying to regain control of the scenario she created. Remember, she had written herself into a corner. When that happens, you either have to go back to where you started to go wrong and rewrite (or replay) the whole thing; or you study what you've got and work out the logic of the situation. The first option is no longer open to her. She will have to analyze her own work and her creations, which are all continuing down the paths she started them on, and find solutions that will work within that paradigm. Of course this will reveal the places where she completely misunderstood what she thought she was doing; but she'll also find the places where she miraculously planted the seeds of her own salvation, in what she thought was a throwaway line. Because it's amazing how often and consistently that happens.
Depending on how long the story is, other characters will start improving their performance. Any character who exists to provide those necessary abilities (apart from admiring Mary Sue) that didn't interest the creator, which she found unattractive, or which are so alien to her she couldn't give them to her reflection. If near-sightedness is a core part of your self-image, and you make a Mary Sue with glasses, any plot functions that require visual acuity must be assigned elsewhere. Heroes and sidekicks provided for such supplementary purposes will be the first to begin to increase in depth as soon as they have to think for themselves when Mary Sue or the Creator fail. Minor background characters may begin to step out of the shadows, bearing useful and attractive and annoying traits from other people the Creator knows, or from parts of herself she either didn't notice or didn't value.
So the Mary Sue story problem is solved when the Creator figures out the necessary conditions of sending her back to her life, and the Mary Sue (and by extension, her pocket universe) gains enough character depth to gain some control over her own story.
Thematically that all works. As a story idea, it lacks specificity. What is the crisis? What is the medium? What is the genre? How old is the Creator and how old is the Mary Sue?
But basically that will all sort itself out once you answer the questions: Who is the Creator and What does her Mary Sue look like? Everything else will follow from those two points.
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