Genre doesn't matter, you may think as you work on your novel or short story or whatever. You plan to worry about that after you're done writing it.
Problem: how can you develop your book to the maximum effectiveness if you don't know what it is?
A post by the agent Kristin Nelson on her Pubrants blog comes to mind. In her rant, "I've Got A Memoir But It Could Be Published As A Novel" [sic], she laments writers treating memoirs and novels as if they can be easily interchanged. Her point: they can't.
In the same way, you can't write a mystery novel and decide at the end that it could be equally marketed as a romance novel. Is it a mystery or a romance? Maybe it's both—which one stands out as the primary genre? If it ever makes it to the store, it'll have to be shelved somewhere.
And let's say you wait till the first draft's done to decide you want it to be a paranormal romance. Problem: you didn't add anything romantic until halfway in, so now you have to go back and make sure it's a romance. And fix all those references to your tall, dark, and handsome hero from before you decided to make him a werewolf. Do you really want to risk the embarrassment and problems from missing such basic details as those?
Not knowing your genre while you're writing a work can also handicap you. You may know precisely what you want to accomplish with the book, you may know the tone, the narrator, the plot… But you can't figure out what genre it is.
You therefore worry that maybe you're not writing it the best way that it can be written, since something's substantially different from what you think of when you consider the genre you know it'll be shelved in. Is that difference a problem or a strength?
That's where some knowledge of or willingness to research literary genres can help. Perhaps the closest you can come to a standard genre in defining your work is "dark-toned fantasy." If you know enough about literary genres to know that it also happens to be in the female gothic tradition (like Northanger Abbey and Jane Eyre), your comfort with your story will likely increase.
I know it did for me.
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