Video games are a rather unique piece of media. Unlike books, comics, and movies, they require interactivity. Playing through any game--be it an RPG or a racing sim--ultimately puts players in some form of control over the experience at hand. With the huge variety of game types and gameplay styles available, there's no real answer as to how to involve players in the final product they intake.
A good story helps. But, again, there's no one way to tell a story in games.