This is something that came up a while ago that I meant to write about. This is geared toward the new GM.
Players are the most important thing in your game. It is not the rules, the setting, or the cool new trap that you have setup. If players are not happy about what they are doing then they are not going to enjoy your story.
Something that now seems obvious, but was completely missed by myself, is that you need to make sure that the player creates a character that is not only fun, but useful.
My wife, Susanna, created a character for a fantasy game I was going to be running and had tried to cover too many skills. I, being too much in to the mechanics, did not realize that the character would be hard pressed to succeed at some of the basic tasks. The campaign went for about three sessions until the end of the third did I notice Susanna was frustrated and upset at her character.
I realized then what I had done. I had not taken the time to really check her character out and see how well it would fare in the campaign. I also failed to notice her frustration building at every roll that barely made it or failed.
Lucky for me, the players agreed to allow her to re-tool her character to a more specific and better combination of skill points and the mission continued. I was blessed to have such an understanding group.
So, some tips for the new GM who might be making these mistakes.
1) When somebody gives you their character for approval, think about how the character is going to act in the session. Do they have skills that are useful? Are they taking skills they really do not need? If you see it going that way say something. Suggest some changes.
2) Sometimes characters slip through your watchful gaze. Watch for the mood of your people. If you can see frustration and it seems to be more than just bad dice rolls, you might want to think of adding something for that character to be more useful or give them a chance to change a skill or two.
Remember, if your players are not having fun, you are just wasting everybody's time.
Good luck!