Every plot needs a few surprising twists and turns, of course. But even here it is best to let the characters themselves surprise you, the writer. If you have developed a set of interesting characters, people who are alive in your mind, you will find that they start to do surprising things as you write their story. They will take over their own destinies and stubbornly resist your efforts to bend them to a preconceived plot. The antagonist that you wanted to put in jail will squeeze out of your trap. The protagonist whom you thought would go off in one direction will suddenly decide to do something completely different.
Let them! As long as the characters are working on the conflict-problem that they started the story with, let them do things their own way. But when they drop the original problem and begin working on something new, then you have a serious flaw in the story. Either the problem you started to write about is not working well, or you've gotten off the track of the story completely. Then you must decide whether to scrap what you have written and return to the original story line or scrap the original idea and let the characters go their own way.
Next to the opening of a short story, the ending is the most critical section. The ending must at the same time surprise your readers and convince them of its inevitable logic. A good short story ends like a good joke: with a snap that surprises and delights. But the ending must also be consistent with the main body of the story. You cannot have the titanically powerful villain, who has the hero at his mercy, suddenly drop dead of a gratuitous heart attack. Neither can you have the heroine abruptly decide that the world is too much for her and commit suicide.
Many new writers work very hard to pull a surprise ending out of their stories. Surprises are fine, but only when they are consistent with the rest of the story. I think that O. Henry has ruined many a promising young writer, because they read his "twist" endings in school and spend the rest of their writing careers trying to emulate him. Their careers are usually short, unless they outgrow the temptation to write surprise endings.
Surprises are fine at the end of a story, but surprise endings are dangerous. To explain: O. Henry's stories were written around the final punch line. Take away the ending and there is no real story. O. Henry did it masterfully, but it is essentially a gimmick, a trick that has very limited uses. New writers should plot their stories around main characters and their conflicts, not around a trick ending. Otherwise, they produce an essentially dull, uninspired piece of work that depends entirely on the whopper at the very end.
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