Previously I posted on the importance of choices to my roleplaying. That is not the whole truth, as opusinsania pointed out. The other half of the equation is consequences, and both of them require context (situation).
Many traditional sanbox-style games start with some amount of guesswork on the GM’s side: The GM throws different stuff at the players justto see how their characters react in common situations. What does the character do when insulted, yelled at, attacked, blackmailed, … This sort of play can be rewarding or at least interesting.
Sometimes after a session or two, sometimes after few scenes of play, the consequences of those and new decisions start manifesting. This is the big consequences that change or determine the direction of the game. Someone surrendered and wasn’t killed for that reason? Maybe that someone becomes a loyal companion, or a traitor, or a coward. Or maybe the someone simply remains a someone and never really takes on a larger role. The first three are big consequences.
Judgement comes after the consequences. Was the decision correct, which is most effectively asked by repeating the situation. The first prisoner of war turned a traitor. Will the next surrendering opponent still be spared? Even if it is the same person? Even if it is a demon, widely known as utterly untrustworthy and malicious?
The GM (and other players) generally should not fixate on single issue and hit the character continuously with it. That would usually be boring. The qualifiers are for those indie games whose point is laser-sharp focus on an issue or few (which is not nearly all indie games). Those aside, guidance on what issues should get the focus by being reused comes from communication between relevant people. This can be explicit or rely on judging what other people enjoy from their reactions, or use character sheets as a guide (some with the key of unrequited love when playing the Shadow of Yesterday is waving a big flag at the issue that should get repeated; someone with tons of investigation skills may either want to investigate a lot or get all investigation quickly over and move to the other parts of the game), or employ player questinnaries, or carefully consider the open threads in a character background. Players should be active in communicating their desires an, when plausible, hitting the favoured material of other players.
To me, consequences are the fuel that keeps longer games burning. Player choice is what sets the direction the game takes. Choices are what determines the consequences. Rules and the GM enforce the consequences, which can be used to justify the existence of both.