Stories are one of the most important aspects of an RPG, in my opinion, but I also find that a linear story is about as useful as a defected script. So story twists are something I find a necessity in a good RPG. Story Twists in this context is meaning something that shocks or surprises the player.
All your characters are suspecting that they are being followed, it turns out that they are not being followed, that it is purely an innocent animal or something mundane
The protagonist of the game is actually the antagonist, but neither the player nor the character realizes this is the case.
The very common and slightly overused, belief that a boss/character/person is dead however they end up being alive another day aka Seymour from FF-X.
However, should there be a limit to how many twists are used in a story, and does a story have to be ridiculously over-complicated to be a well written story?