When you write a story, script, book, etc., you have to have a hook or logline.
You have to get your audience interested and that hook or logline you offer is a bond with them. Like with anything in life, keep your word and don't abuse it or you will lose your credibility, and your audience. You audience is willing to trust you, but what you do with that is in your hands.
Whatever you hook your reader with you simply have to pay off with your promise, simply supply them with what they are expecting. There is nothing worse than watching a movie, or reading a book, expecting one story, and you get another. You are then not only disappointed, but you start to see those who tricked you with a very negative light.
You are building a chain of trust with your audience, strengthen that chain, try not to weaken it. Why? Because usually you will sooner or later run into a situation where you need to use a technique that may weaken that chain in order to get to the next element in the story. If you have a strong chain of trust, you can take a liberty here or there, anyone is willing to suspend belief here or there, for the sake of telling the story. But don't abuse it, try to keep it strong, try to continue to build upon that trust.
If you are pushing a ghost story and in the end, it turns out to be a psychological thriller, MAYbe you can pull it off, but you'd better be really good at it. When I sit down to watch or read a tale of supernatural and it turns out to be some criminal pulling a scam, I was looking for a good supernatural tale, not a crime story based in fact and reality. I'm disappointed.
Adversely, if I'm looking for a good con movie, I don't want the resolution to be based in supernatural events, I want a good fact based twist. I like both movies but I don't want to feel like the writer is conning me. There are rare exceptions, like The Sixth Sense, but I wouldn't count on pulling that one off too often, even M. Night could do it again and he did it in the first place.
If you aren't careful, you will have disappointed your audience. Just remember that what you hook your your reader with, is what you want to pay them off with. If you want to give them another story, you had best give them more than one payoff and somehow set up a swap they will feel is reasonable. Don't get me wrong, I love being conned well, but it is a hard thing to pull off and you risk alienating your audience.
I've seen movies like that where they were actually several movies in one and yet, I still liked them. But it takes great finesse. If you are going to con your audience, it had best be the kind where you fool them and they thank you for it in the end, because otherwise, you will have an angry crowd and that is never good for an artist. Word of mouth can do great damage and angry viewers or readers now a days can spread the world quickly. And if you keep pulling that kind of scam, you won't be much of an artist for very long.
The critics in some cases have torn apart artists for making them feel scammed, yet when done with professional skill, creatively, cleverly, I tend to rather like it as an audience member. It's a bit like movies with false endings. The final Lord of the Rings got hit by some critics for that one; the movie seemed to end, then go on, ended again, then went on in a slow staccato series of endings.
But I loved it. As a fan of LOR I could have sat there all night, but I also had friends who were fans and were also annoyed by it. Of course, you'll never please everyone. But you do want to be asked to come back and do it again, otherwise what you are doing is a hobby and you're only doing it for yourself.
You really have to decide what you are in it for.
That being said, being asked to come back and do it again, also means pleasing producers, studios, and then the fans, the audience, or readers, publishing house, and either way your critics. Critics have their place and it is not to destroy an artist but to use as a guide, be it by artist or audience; they can be useful if you know how to use them.
But no matter how you view it, that's a lot to please. So expect to annoy at least some of them. You have to decide who you are trying to please, then make them happy. Or make them unhappy, yet pleased for some reason, with you for doing so. "Can you pull it off?", is the question.
As the auteur con always strives to do, take their money, but leave them thanking you for it. If not, you will just be though of as a "snake oil salesman", someone who claims one thing, and delivers another. You can make that work for you, if they expect a snake oil salesman to rip them off and then you don't, kudos. But that's another article altogether.
All THAT being said, if you think you can break the rules and you have the talent, then in Nirvana's immortal word, "Nevermind...."