Set up is possibly the most important part of your script, be it movie or spec pilot. If you don't nail it the chances are that either your script won't get read to the end or the reader has built up a negative expectation that is hard to shift.
So ideally you want an interesting character or characters in a situation that is intriguing. But at the same time, you don't have to sell the ranch in the first 15 pages. The back story doesn't have to be all there before you can progress.
Empathy on BBC 1 had a good cold opening in my opinion. Okay maybe one or two too many sequences of him bumping into people and seeing their past, we get it already! But the set up was swiftly done, and the character given just enough to make us care but also intrigued and slightly unsettled. Here was a guy who at face value seemed like a pretty decent chap, so why was he in prison? The answer came later in the episode. Why in the opening sequence was this pretty decent guy seen brutally knifing another prisoner? The answer came later in the episode. One of the reasons I continued watching. I wanted to find out.
Don't be afraid to leave unanswered character questions in your set up and don't believe anyone who says you should never use flashbacks. Flashbacks are a perfectly legitimate screenwriting tool if used correctly. In Empathy they were used to denote memories. We all have memories and how else can you portray them? I hate flashback used to fill in plot holes that could have been avoided with more thought going into ongoing narrative, but in the case of Empathy I thought it was entirely justified.
I don't expect to see much more of it in the rest of the series as the specific answers to character motivation they were required for are now revealed. But they are a great way of avoiding pages of backstory set-up in your opening and also leave the viewer/reader hanging around wanting to find out more.
The writer could have spent 5 or 6 pages in the set-up showing our hero in prison, the reason for the fight and the reason he was in prison in the first place and then cut to six years later. But that isn't the story. That is the character. And we don't need to know the ins and outs of the character to want to go on the journey. Get to your story as quickly as possible.
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4 years ago