Well, the first question you will ask yourself surely is "RPG? What the hell is that?".
RPG is the abbreviation of role-playing game and as its name implies you play a certain self-made character in a certain setting given by the rules of the respective RPG-system.
Often you play with a larger group of people, but some systems even have singleplayer-adventures.
The character you design lives by the rules of the respective system, and to account for the element of chance in a Pen&Paper-RPG (so the kind of RPG you play in darkened room with a group of friends sitting at a table with lots of softdrinks and the newest collection of movie soundtracks) different kind of dice are used.
So RPG can be ruffly described as an improvised drama, where you need lots of fantasy as well as good music and nice descriptions to really make it alive. :)
Meanwhile I played a lot of different RPGs, e.g. Dungeons&Dragons, Mutants&Masterminds, Scion, All flesh must be eaten, Exalted, but my love will always be the German RPG Das Schwarze Auge (DSA, in English The dark eye) which gave me my introduction to the RPG-World. :)
I have many different groups and many different characters, and I'm of the opinion, that each character bears something of your inner self, maybe in a bit more exaggerated form :)
I found many friends through RGP, I especially want to send my love to my best friend Christian, as well as Markus and my Boys from Trier :)
RPG is my flight from reality...and I'll never want to do without it ever again :)