Let me start off by saying that I prefer Fantasy over Science Fiction. They both have very similar capabilities and tendencies as far as storytelling goes, which is why they're often stocked together in libraries and bookstores. There's more to it than this, but my explanation of the difference between them is that Science Fiction feels the need to explain itself and how it's world works, while Fantasy simply says "It's magic."
There's nothing inherently wrong with either of these. People like to argue that there is, but there's not. Everything needs to be explained in some capacity, but the depth is not nearly as important as how much it satisfies the reader. I'm the kind of person who is perfectly satisfied with "It's magic." Some people are not. As long as your explanations are consistent and satisfactory, however, it really doesn't matter.
This applies to storylines as a whole. No matter what genre you read or write, there are some stories that go crazy in depth about every little thing, and there are some that barely go in-depth at all. Sometimes in a series of stories, the amount of depth that a writer goes into changes. And that's ok too. Each story is individual, even if they are linked together. As long as the story itself is consistent, and elements aren't lost in a world between linked stories, it shouldn't matter.
With all things, these only apply if you do them well. I can think of a dozen instances off the top of my head where a story's sequel is abruptly more complex or simple than its prequel, and it pisses me off. It's not because the story is told differently, however. It's because the transition between the stories, the explanation for why that transition happens, is done poorly. A story can grow in depth, or it can shrink as it finds its focus. That's fine. It can even explode as a revelation is found, or suddenly compress as a situation changes, and that's fine too. But it has to feel appropriate, and the characters have to move at a different pace. The characters are the true force behind the story.
Let's assume, for a moment, that there is a story about a farmboy, living his life on a farm. Complications happen, things need to be fixed, but it all takes place on the farm. Then, in the next story, suddenly that same farmboy finds himself in a huge city. His world is suddenly, abruptly exploding before him. But what makes the transition work is that he reacts to it as a farmboy. He can't abruptly be a city slicker to fit in with his new world. He can be that by the end of the story, which opens an interesting story about what happens when he goes back home to the farm. But it can't happen immediately.
The only way that kind of transition can happen quickly is if the next story has a significant change in time between the two stories. But you can only get away with that if, as the story progresses, you explain what has happened in that missing time. You can string your readers along this route and it works, as long as by the end of it the don't feel like they missed something.
Too often I see people talk about how they wish a story was more simple or more complex to fit them as a person. If a story doesn't resonate with you, then it wasn't meant for you. There's nothing wrong with that. But you can't expect a story to change as you do. A story changes as its own characters dictate. Not even the author can change that and still have a coherent, interesting story.
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