Most games are a series of rules that interlock in a self-contained system, designed to provide precise ways to advance your goals, score points, and win the game. There are clear activities you can and cannot do, and you must work within that system.
There is a type of game, however, in which the rules are much less clear about what you can and cannot do; the restrictions are much more lax; and the experience is much more about creating a narrative than achieving a mechanical goal in order to win. These games are generally referred to as "Storytelling" games, and they come in a wide variety of forms and in many fashions.