Sometimes it becomes hard to focus on the bigger picture in your games, and what would realistically happen, and instead only focus on the party. It can be tricky, because more often than not you're thinking about where they're going, who they'll meet, and other minor things which end up important during your finale.
I feel many GMs almost flat out ignore consequences, and have seen people say, "They killed the entire town! What do I do!?" Well, the players need to see the consequences their actions have brought to life. Perhaps this town supplied weapons to a nearby port town, making adventurers come out and look for the trouble plaguing the land. Perhaps the town supplied silk to a nearby royal family, and now a bounty is on for whomever can find out who killed such a peaceful place.
I have always found it funny that most players ignore consequences to a ridiculous degree, and I think it's because the game is in our heads, making it less real in a sense. Due to this common occurrence, I try to make sure that consequences feel realistic to a degree. If the players want to kill someone living in a town, the guards will notice the body eventually, and may be able to deduce it was them if they say them talking often and suddenly the party left town.
On a much larger scale, I have heard of parties chasing after a villain, and after a time they decided s/he wasn't worth the trouble, said villain destroyed everyone and took over the world. Before I go into this example more, make sure your players care and are still interested in what is going on. It sucks to not care about a campaign, but it's even worse to find something you like as a player in a campaign, and then find out you all die because you didn't go on the DM's wild goose-chase. Don't let your players feel this way, and make sure you communicate with them openly. To continue with the example, this is not the best way to show your players consequences from a storytelling perspective. This doesn't give them time to react and make a final, dramatic battle. This doesn't make for a memorable campaign, all it does is reinforce the GM's will over the group, which isn't fun when it is so heavy-handed.
A better way to handle this would be to show the skies darkening, and foreshadow the coming doom and despair as the players rush to figure it out. If, they don't care even then, then they probably deserve to face the consequences. Although open communication is key here, as it can key you in on why they aren't caring. Maybe they forgot about what happened, and without a reminder they just started dicking around town.
It is, of course, important to know when and where it's appropriate to have nasty consequences and when it is fine for lighter slaps on their hands. Be clear, and talk with them before and after sessions so they can at least understand why such consequences are occurring, and maybe they can weigh in on the matter and help you get better.
May all your old ladies be Ever-Glimmered Mindflayers,
Taylor Shuss
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