imagine you are writing a story or a play of a fucked up family and the shit they go through and the magic they face now and then. it is but not expected that there are members of the family who hit a point of no return and are at the verge of suicide. as a good writer you try to do some field research. you play the role to find out the essential conversations and to get a grasp on the emotions of the suicidal ones. that's when (for example) you call a suicide hot line or a suicide talk line and ... amazing fun you'll have at the stupidity of these people on the other line. so you keep this as a hobby to kill time, or have fun, or get unexpected inspirations and at times, great ideas (specially when you are also high, afterall that's how you can be original over the line). It's not long before you realize you've found a new addiction and you can't let your character go away. he or she, can't jump anymore, cant cut any vein, and can't take too many pills, because you're enjoying and living off their misery, struggle, and mete unjust brittle existence.
that's how a story never ends and it's always happening.
and that's what a story could be all about.
and that's how you hide story in another story and give out your twists and suspense when the reader can't tell or expect what's the real story and how it could end.