You mosey across the plains, perhaps you don't often stay in a town, too many bandits looting them. You are a free spirit searching for adventures and riches. What will happen during the next job, or the next quest? Will the pay be a huge wad? What amazing thing might you find? Or what dangers may lurk?
Or perhaps you love to build a town, watching it grow, working hard to fund it, hopefully with the help of others. Do you specialise exclusively as an expert builder, or learn some self-defence too? Will you be attacked by bandits at the worst moment? Will they keep coming back? Will your stores be able to provide some excellent goods, or will you only be able to secure deals with mediocre items?
Maybe you like to duel. Either as a bandit robbing the weak and defenceless, or a more noble fighter, or a pure defender of the weak - whether your own town or whatever helpless town is being invaded. Either as a raiding party or a lone gunslinger you ride across the desert, and into the enemy town, calling them out to a duel. You wait for the show to begin, and like a scene from a Western movie the hero (or villain) takes on the enemy, and perhaps you do not even know if our hero will win this particular fight as it unfolds. But you know they will probably win the final showdown at the end of the movie.
So many possibilities. One of my characters, a dueller, the doubledealing, self-serving Gilly searched around for a good town to join. He joined a well-developed town, but it was at war with three larger towns very close by, and there were much more skilled and experienced fighters living there. After being beaten to within an inch of his life, Gilly decided he would grab what he could from the town and then get out of there as quickly as possible, into a more peaceful land. He knew they were coming to finish him! Nearly falling off his horse the whole way he managed to get back to town safely and emptied his pockets buying what he needed. Then after getting cleaned up and resting for a while he quietly handed back the deed to his property and set off on a long trek to his new home.
Yes, great game.