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The problem with fan fiction is that it will always be tied down to the source material, and can't really become more than what it is. They're a sidetrack rather than a stepping stone. Okay, to rew...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/105 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
The problem with fan fiction is that it will always be tied down to the source material, and can't really become more than what it is. They're a sidetrack rather than a stepping stone. **Okay, to reword that first paragraph:** If you are going to draw from a source material, be aware that you are creating a branch of the source material. You're creating something that is anchored in someone else's fiction. As HedgeMage illustrated in her answer, sometimes this is a good thing in specific cases, but in general "fanfic" use it leads to bad habits. If you find yourself having trouble creating your own fiction, ask yourself what it is specifically about this source material that you like. It won't help to wholesale copy characters/settings/etc from a source, but it's certainly okay to find inspiration from the elements that compose your favourites. If you're having trouble world building, perhaps you can draw inspiration from real world locations. Every fictional city/street/country draws something from one or more counterparts in the real world.