Gary set up the first RPG and personally I spent many a day with my friends playing the original Dungeons and Dragons as a teenager. You can create your own fantasy worlds and there are guides to help you with this. Uses a D20 system. Figures and dungeon floor plans are not essential - but they are more attractive than good old graph paper. Check out our Fantasy RPG Accessories page (our recommendations and where to buy them).
A whole host of additional rules, adventures and guides as well as a Beginner's set with all you need to start a game....