The first error I see in this question is the equating of RPGs with books and movies. It's not at all like them. Books and movies, and television progams and radio programs and plays etc. are all narratives. They are all, in a word, stories. Whether fiction or non fiction each is a story, telling a tale about a subject or subjects real or imagined.
An RPG's closest analog is real life. The events are fictional, but as in real life, most anything could happen, and often what happens makes no dramatic sense whatever. At a panel at a local relaxacon one panelist opined that you do not let the sword get broken at the start of a story, because it's dramatically wrong. But in an RPG the sword can get broken at most any time, and the owner has to adjust to that fact.
That's the thing about an RPG session, things can and do happen for no good reason at all, just as in real life. No re-takes, no re-writes, it happened and you have to deal with it. The hero of your epic dies with a kobold's half-spear in his guts, then somebody else gets to take his place. Somebody had better take his place, else the villains are going to win. Nobody is absolutely indispensable. Anybody can be replaced. Anybody can die at any time, and often it is an empty, useless death.
So, really, story isn't a part of the equation until after the adventure is done, and you and your players begin to recount the events thereof. Story comes after the events occur and the participants recall what they saw happen.
Which means I focus on the characters for the simple reason, they are the only things I have to focus on. In the course of an adventure things happen that will become the story, but they are not the story. The story will arise from what happened, what the participants remember, and in how they tell the tale.
In short, due to the nature of RPGs the characters always come first, for it is from their deeds and the telling of those deeds that the story arises.
Remember that, each adventure is about the characters and how they deal with the problems and difficulties presented or encountered. Don't worry about the story, If the adventure was a good one, with nefarious villains, nasty monsters, and puzzling conundrums, then the story will emerge on its own good time.
To close, run a good adventure and the stories will come of their own accord.