One thing one must often think about in storytelling is when to reveal surprising revelations to the audience. Some people take the attitude of withholding the information usually for one of two reasons: either to create a big surprise at the end or to create a mystery that keeps the audience's attention. But there's also something to be said for revealing surprises much earlier to create anticipation. Allow me to explain.
Twist endings are unfortunately overused sometimes. A well done twist ending can really make a story: it's a good punctuation at the end that leaves you with a good impression when you put down a book or leave a movie theater. There are many things that can make a good twist, but I think the real test of whether a twist is good is if it significantly changes the experience of the story if you know the twist. For example, among films we can think of a number of celebrated twist endings (Psycho, The Sixth Sense, Fight Club, Les Diabolique, The Usual Suspects, La Jetee, and Twelve Monkeys) when we go back and watch these movies, we realize that it's a very different movie the second time. This is because the twist is really integral to the story. When you first see The Sixth Sense, you see the story of a psychologist trying to redeem himself in the midst of a failed marriage while trying to help a troubled child. The second time around, instead you see a deluded ghost bonding with a clearly reluctant kid while he watches his wife painfully mourn his passing. This is a good way to use a twist: a good twist should stretch back and change a whole story. If a twist seems tacked on, or dispensable or makes things more confusing, it's probably not a good idea.
Creating a mystery has a different use, to your reader or viewer interested in finding out the secret. This is standard practice in Mystery stories, but it is the stock and trade of many other stories, as well. Since we are innately curious creatures, we have a hard time leaving a mystery unsolved, making it difficulty to stop a movie or put down a book when there are still questions unanswered. Of course, it's important to make the mystery intriguing enough that we want to discover the truth. But the main thing to remember about mysteries is that it is important to make the revelation commensurate with expectation. In other words, if the audience is led to believe there's some big mystery, they shouldn't find out that's it's something small and mundane - it's a big disappointment. Thus, if you're going to build a mystery up, then you need to make it something big: either one big earth-shattering revelation or many smaller revelations that combine together into something complex and intricate.
But sometimes you want to avoid mystery and surprise and reveal information early to create anticipation. This usually works in the form of dramatic irony: the reader or viewer is told something that the character has yet to find out. It works well with particularly dramatic and emotionally charged revelations. We can think of the classic example of this, Romeo and Juliet. Romeo and Juliet was a popular story when Shakespeare decided to adapt it for the stage, so the ending was probably well known amongst his audience, but even if there were some that didn't known how it was going to end, he explained in the dialogue that is was going to have a tragic ending with the two lovers dying. The effect on the audience is to create expectation of the emotional event, giving the emotions more time to build up and rise, thus making our emotional reaction to the event stronger. Horror movies frequently do this with rising tension before a big scare. It's become even a cliche for horror movies to use the music to signal something ominous, to get the audience tense so that we'll jump all the more when something suddenly pops up on screen.
We can also illustrate this with another more recent example, which handles it particularly well: the pilot episode of Twin Peaks. In the first few minutes we're apprised of the fact that Laura Palmer is dead, and almost immediately the scene cuts to Laura's mother who's unaware of what has happened and is wondering where her daughter is. At this point, we can easily anticipate what's coming: the mother is going to find out her daughter is dead and is going to be very sad. A pall hangs over the scenes of the mother calling around asking people if they've seen her daughter and immediately makes her a sympathetic character. Because we know what's coming we can see the revelation quickly approaching, as the parents are about to learn the truth. Our sadness is given more time to grow and thus is felt much stronger.
All three of them have their place and fit well in certain places and in certain types of stories. The important point really is to not overuse any of them and to know when one or the other is important.
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