The concept of glory is similar to the concept of a message, but more nebulous. The amount of glory you give to a character dictates "the story's" opinion on how cool or good the character is.
Messages in fiction
This is important even if you're not trying to send any messages with your story. If you've done a good job creating lovable characters, people will likely get very attached to their favorite ones and be upset if those characters are excessively de-glorified. The Doki Doki Literature Club fanbase is an excellent example of this phenomenon. That's because Doki Doki Literature Club is an excellent example of how to create lovable characters.
Doki Doki Literature Club
There are three main components of glory: competence, agency, and morality. Morality is usually the brunt of how people decide which characters they *want* to see glorified. But if you're late enough in the work that the characters are well-established, or especially if you're making a sequel or fanfic for an existing work, having someone do something uncharacteristically reprehensible might be perceived as slandering a likable character rather than establishing an unlikable one. Character development is one thing, but suddenly forgetting or changing a character's traits out of nowhere is another.
Basically, pay attention to how much glory you give to each character. If you give a character too much, they'll be annoying, especially to audiences who don't like the character, and if you give them too little, people feel that the character is treated unfairly by the story (not by other characters) and their potential is left unexplored.
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