The Czege Principle states that it's not much fun to play the adversity and the one that fights it at the same time (or something to that extent).
What else could be not so fun ? or, put another simpler way, what could be fun ? I'll throw some examples to prime the pump.
The only rule is you don't get to say, for your own creation, if it's supposed to be fun or un-fun.
Framing a scene and deciding how it goes. (Fiasco Principle)
Writing a character up and playing it. (the Character part Principle)
Inflicting harm and narrating it. (the Pick your pain Principle)