It's not something that's easy for me to explain, and the books I've read on the subject generally aren't much help; they use highly specialised examples and metaphors. But...
Take a person who goes to a fortune-teller and asks to have their tarot cards read, someone who truly believes that this will tell them something about their future.
They don't believe that the act of picking the cards and laying them down and reading them will create that future which is told to them.
They believe that future exists already, and it reaches back in time, defying the apparent logic of cause and effect, to make the cards in its past turn over in a certain order.
This is storytelling logic, and in novels and TV shows we call it symbolism and foreshadowing.
When Sarah Connor drives off at the end of Terminator and there are storm clouds in the distance, those storm clouds were not caused by weather events any more than the person getting his fortune read believes the cards were determined by his own choices.
The storm clouds were created by the future events of the next film, and the cards' order was determined by the future events in that person's life.
The kind of story we think we're in determines a lot about how we interact with the world; if I think I'm the main character in a tragedy, I will believe that anything bad which happens to me is simply fated to happen because of the kind of story I'm in. I come to expect people to be mean to me, and bad things to happen. I mistrust my friends and I expect my plans to be ruined.
This becomes a self-fulfilling prophecy, as my expectation of misery makes me miserable, reinforcing my conviction that I live in a tragedy.
Some people believe time is circular and referential, a story that folds back on itself, so they look to the past as a template for the future; others think it's a story of logic and reason where each action can be derived solely by the last, so they analyse the past to extrapolate what comes next. Still others feel their story is essentially random and the history holds no clue for the future.
Interestingly, many feel time runs backwards, that some great future event is orchestrating history in order to lead to itself.
This is the kind of thing it's important to think about for me, as a conscious storyteller and as a person of religious faith. As a GM, do I know what's to come and I'm orchestrating events to lead to it?
Most traditional RPG adventures work that way; each event exists largely to make way for the next event.
And as a person of faith, I have to reconcile my faith's teachings that God has an irrevocable plan for humanity with its assertion that my independent action can influence that plan's execution.