Examples of Play help define the Game (duh.)
Mo at Sin Aesthetics has some sharp observations about the writing of examples of play in a rules book. Here's an excerpt:
Lastly, I think it needs to be said that just like there are people out there that wouldn't read a play example if you tied them down to a Bond villain device to make them capitulate, there are people who will only ever read your play examples. I know people who read the back cover of a book to get the jist of the game's theme or context and then open the book to go right to a play example to see if it's the kind of game they'd like to play. Many of these people make purchasing decisions about your game based on that experience alone, and if they are turned off by what they see, they may never give your game a second chance again.
While his point about out-of-character banter is well taken, my primary concern is in the way that the descriptions show the flavor of the game. In this entry, he hits right on the head all the reasons I really hate many of the play examples in HeroQuest. Because it teaches the players and Narrator that it is ok to use the game to run a character whose greatest goal is that he wants to discover surfing.