Primary among the items you want to have with you before embarking are a detailed working knowledge of your characters' personal and shared backstories, an ear for their distinct voices, and, of course, a plot outline road map that takes you on one possible basic route through your tale from beginning to end. Armed with these key elements, you should be able to take off on your first draft trip relatively confident that you'll somehow find your way through to your predetermined destination or some other landing place that the writing of the draft itself has led you to. And having this pre-draft work in hand can in fact liberate you as the writer, freeing you to try things and explore those interesting side roads along the way.
So it ultimately comes down to preparation for the journey. I constantly stress this with the writers I work with. And if that preparation is done thoroughly and you believe you have everything you might need with you as you venture forth, then the chances are that the writing of your first draft can indeed be a fun and creative experience.
On the other hand, if you prematurely plunge into your draft expecting that most if not all the answers to the questions your story raises will somehow magically be handed to you in the actual writing of pages, you are most likely headed for frustration and will find yourself staring at a mountain of exploratory scenes that lead you nowhere. It'd be like heading out on a trip through unknown and uncharted territory with no road map or guideposts on the seat next to you when you inevitably take that wrong turn and end up totally and hopelessly lost.
It's been proven to me countless times that making the effort to do the necessary pre-draft exploratory work, including working your way through at least one rather detailed version of your entire story in outline form, will actually greatly increase the chances of allowing the writing of your first draft to be a relatively frustration-free and even a liberating experience. Writing a first draft is always a tremendous effort regardless, but with your prep work beside you, you can now take those interesting and unexpected side trips when they materialize without worry of losing your way. And if those side roads and detours uncover entirely new ideas and possibilities, you're still in a vastly superior position to digest them intelligently and make the necessary adjustments to your story. Or you'll be able to find a way to somehow hook these new discoveries back into your central character's arc, thereby enriching the overall journey.
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I'm the Program Director of the low-residency MFA in Writing for Stage and Screen being offered by the New Hampshire Institute of Art. Our last residency ran July 21-31, 2016 and we are now considering applications for starting the program with our January 2017 residency that runs January 6-15. I'm also a playwright and screenwriter, producing partner in my production company Either/Or Films (The Sensation of Sight and Only Daughter) a professional script consultant, and the author of The Playwright's Process.