No Higher Authority takes place in a Fantasy world - the sort of place you might see Elves, Orcs and Wizards. The world itself is left unspecific before the game starts, because there's a higher than normal level of player control over the world. As a guideline, anything that wouldn't be out of place in a D&D game or a sword and sorcery novel makes sense for No Higher Authority.
In general, the world tends to be broken down into various kingdoms, relatively close together - this creates the opporunity for plenty of political and military conflict as borders shift and monarchs change.
PCs are the most powerful figures in the game; there may be NPCs of the same power level, but there's no ancient wizard or smirking interventionist diety waiting to smack down a PC who goes too far - hence the name No Higher Authority. The only check against the power of the PCs is the power of other PCs. The power level means that players can play the sort of characters usually reserved for NPCs in fantasy games; archmages, emperors, demi-gods and monsters.
Each player has the option of defining his or her "home turf"; typically, a kingdom or region. The player can decide what sort of ruler the kingdom has, what its relations are with its neighbours, etc. The player can also decide what status and role they have in that kingdom. When the game starts, typically a player's first job is to present their PC, and a brief (3 or 4 sentences will suffice) description of the area he or she is in. The reason that this is relevant is that at any point, another PC can add in details by spending Story Points - which will be explained presently.
The basic mechanic for No Higher Authority is diceless TriStat (as seen in The Authority and Silver Age Sentinels RPGS as well as other fine Guardians of Order products). The GM will do the number-crunching side of character generation and, as in other diceless games, will arbitrate conflict based on straight stat/attribute comparisons and how situations are role-played. A brief definition of the three stats in the TriStat system can bee found over on the character generation page, along with the few other TriStat concepts players might want to be familiar with before play.
The other important mechanic in No Higher Authority is Story Points. Story Points are similar to the objection mechanic from Baron Munchausen, but not as adversarial. Story Points are a mechanism for preventing one players' story from going off on a tangent, leaving the other players bored while the tagnent is explored.
Each player starts with 5 Story Points. At any time during the game (especially during someone else's turn), a player can spend a Story Point to add a detail to connect what's happening to something in his or her own "story". This could be something like Player A saying that his kingdom is at war with another kingdom, and Player B chiming in with the detail that the other kingdom is the one she lives in.
The Story Point mechanic is simple; if you alter the GM's story, you lose a Story Point (represented by small tokens like poker chips). If you alter another PC's story, you give your Story Point to that player. The intent is to encourage players to tie thier stories together while allowing in character play to procede nautrally - two characters who might not normally have much to do with each other might find their paths crossing frequently as their players exchange Story Points.
For some examples, see the Examples of Play page.
Go here for guidelines on Character Generation.