Gary Gygax Quote
The essence of a role-playing game is that it is a group, cooperative experience. There is no winning or losing, but rather the value is in the experience of imagining yourself as a character in whatever genre you're involved in, whether it's a fantasy game, the Wild West, secret agents or whatever else. You get to sort of vicariously experience those things.
Interview in 2006, as quoted in "Gary Gygax, Game Pioneer, Dies at 69" in The New York Times (5 March 2008)