A fun topic, but a tricky one since every group's experiences are somewhat different. That means I have no idea if my "back in the day" experiences at all mirror those of other groups, so don't take my thoughts as gospel.
Before role playing, I got started in 6th grade with hex-and-chit wargames and with miniatures. My best friend at the time had father who was a history professor (which explains the wargames, I guess) a sand table in his garage and a copy of
Chainmail and some airfix (sp?) miniatures. Mostly Romans, I think, with some Vikings. We played all sorts of battles using
Chainmail and the sand table, which was really cool because you could scoop up sand for hills or dredge lines for streams or whatever. (Nowadays we would probably have bought those landscape tiles or something.)
When
D&D first came out we were hooked. My friend threw together a dungeon and I probably played a dwarf called Thorin and a bunch of his flunky henchmen to carry torches. In retrospect, the dungeon was probably the sample found in the LBB, but I never asked. I've never been a "rules guy" and after I played my first game I rushed home to make my own dungeon, but not knowing for sure how things worked from the DM side of things I put room entries down like "skeleton, lose 3 men."
D&D became an obsession with us and we would often play all weekend, and so we'd start alternating who would run a game. We brought a couple more friends in shortly after that, one of whom also wanted to DM so now we had three of us who could run a campaign.
Campaign progression for me went from a dungeon, to a deeper dungeon, to a town where you could buy stuff, to an "area map" which allowed adventure to the dungeon and back, and eventually expanded outward from there. Town, then city, then nation level. Now characters could travel for days to get to a dungeon, instead of always having the village be five miles away.
Remember that at this time, in the mid-late 1970's, there was no internet. We got
Strategic Review for our information, then
Dragon magazine, but otherwise we had to improvise a lot and there weren't any commercial modules for us to run. When Judges Guild formed and started printing stuff, I subscribed. I wasn't a charter member, but I think when I subscribed I had to buy the first two installments like "back issues" so I got underway early on. JG's
CSIO became my "go to" city in my campaigns -- as its own thing, as Lankhmar, eventually Greyhawk, and sometimes as a space port city for my Star Wars game. I liked JG because they made decent stuff and their main store was only an hour or so from my hometown, so I could shop there and buy cool stuff with money I earned mowing lawns.
Without a wealth of modules to draw from, instead we just made stuff up. My favorite campaign trick was (and still is) to steal places from my favorite book series and put them on my map. This has two advantages. First, it told me what was there and perhaps who, so that I didn't have to make up stuff totally from scratch. Second, it gave my players the feeling that places round them were familiar. (My analogy is that I've never been to Paris, France, but I think I have a decent idea what the place might be like. That's how I build my worlds.) Our group read Tolkien, Conan (sadly, the Ace version), John Carter, Elric and Fafhrd & Mouser. At the time those five works most influenced how we played, and they probably are to this day my list of "must read" fantasy. We were lucky that most of our group read much the same stuff, so we all kind of knew what each other were thinking when we had encounters and such.
I made a trip to Lake Geneva with my folks, and we had to stop at the Dungeon Hobby Store. There, I discovered
Metamorphosis Alpha. I've been a scifi fan going back to original
Star Trek, and so
MA was great. Plus, it opened my eyes to an interesting concept --
Dungeons & Dragons didn't have to be played in a fantasy setting. Then came
Star Wars and one of the first things I had to do was to combine it with role playing, which was when I started my
OD&D Star Wars campaign. We played some
Traveller but it wasn't as cinematic as we liked at the time; I wish I had played more.
Skipping ahead, I bought the
WEG Star Wars game when it first came out. My
OD&D Star Wars campaign had ended and so I just started new with the new rules. Over time I've experimented with lots of rules sets for
Star Wars role playing (I still own both the d20 editions and the FFG version) but haven't had many recent adventures in the
Star Wars universe. My old group has moved away and my kids' vision of
Star Wars just doesn't match mine anymore.