Progress Quest is an end in and of itself. It is not only a game, but also a way of life, or simply a philosophy. More simply, it can be regarded as a parody of games such as Everquest ("Hi, my name is Trevoke and I have a problem.")
You can play single player and create a character, but the real value of the game is revealed if you create a multiplayer character.

At the time of this write-up, there are not one, not two, but FOUR realms in existence.
Knoram, currently closed.
Expodrine, open, but for how long?
Spoltog, open, and
Oobag, the last born, the baby.

When you create a multiplayer character, you can watch him compete on the Hall of Fame with other characters.
There are also several more keyboard shortcuts that one needs to be aware of :
Ctrl+B = Brag. Open a new browser window and load up the Hall of Fame, targeting your character so you can see how far up in the ranks he is. Word in the Toe Sushi Bar is that Grumdrig dislikes braggers and you may lose reputation if you brag.
Ctrl+M = Motto. You can write a short sentence, which may be anything, describing your character's favorite sentence, or what happened to your dog.
Ctrl+G = Guild. This is only available for Spoltog and Oobag, and lets you join a guild. There are more details on the Progress Quest website.

If you understand the concept, and if you like it, you can browse the message board (http://www.progressquest.com/bb1/) and meet other people who have been filtered out by the game.
If you do join, you may be let in on secrets such as the emplacement of the Ultimate FAQ, or where to get a Gold-DVD version of the game.

Don't forget to give praises to the creator of the game, Grumdrig!