Okay, what you do is there is a category. Somebody starts a word in that category. The next person has to say another thing in that category that starts with the last letter of the previous word.
Example
Category: movies
1st person: Pride and Prejudice
2nd person: Eragon
3rd: Narnia
and so on
And if you absolutely cannot think of another thing, you can start a new category.
Someday, everything is going to go right for you, and it will be so wonderful you won't even know what to do. — Hannelore Ellicott-Chatham, Questionable Content