You've gone and done it. You ran your campaign to completion. Your PCs either stood victorious over the campaign's end boss, or found that they weren't quite a match on that particular day and things went poorly. What do you do now though? You don't have a next session to plan for, and odds are your brain is still in GM mode for that game. Just starting a new campaign may prove to be rough. Today, let's talk about that.
Epilogue & Closure
One of the things I love to do with a finished game is to let it settle in my head, and then give out an epilogue. Sometimes this is a written epilogue with prose. Other times it's just a list of things that will happen in the world as a result of the campaign. I use this to give closure to any loose threads that didn't get resolved during the game.
For example, a PC who had to leave the game but character was still around can have their ending in this epilogue. Or what ended up happening with the allies who got the PCs to the final battle, but stayed outside holding off the armies of darkness while the PCs did the important work. If something was relevant to the PCs, it's worth giving them closure.
At the same time, ask the Players how their character's story ends. Work with them on it. You're still the GM so you can curtail things like "then I went off and killed all the emperors and became an evil lord" but don't stop them from being grandiose. They're the big damn heroes, it makes sense they would be rewarded. And if one has a legitimate claim to being a King, let them go for it. It is as much their story as yours, so work with them to get an ending that satisfies.
This is one of the most important things in ending a game I've found, because it gives everyone closure for the game. Story lines are wrapped up. People know where their character ended. People know where the other PCs ended. Everyone gets an ending, and that just makes it easier to close the book.
Take A Step Back and Reflect
After you've given everyone closure, I find it best to take a step back and reflect on the game. What were your initial goals for the game? What did the game deliver? Did you hit those goals? If not, why not? If so, how? Is it good or bad that you hit those goals? What else did the game do? Are you happy with the way things played out? With how the PCs interacted with events?
Your game has lessons for you to improve - if you're interested in that - and by r eflecting you can find those lessons.
Start A New Game
Finally, if everyone is up for it, it may be time to start a new game. You may need some time away from GMing, so if someone else wants to let them. Otherwise, start something new. Just remember that it is a new game, and that means a clumsy, awkward beginning as everyone is reset to zero.