[bigstrat2003]

You're right, D&D is more of a choose your own adventure than a game which you are meant to win or lose. It's group storytelling, where you're all writing the story as you go based on what happens.

It's not exactly accurate that the DM can change the rules as you go. The DM will sometimes say you can't do x or y, but a good DM doesn't do that capriciously. When I DM, I sometimes tell players flat-out "you can't do that", but it's because they've tried to do something which isn't possible in the fictional world (like if someone says they want to jump so high they land on the moon or whatever). Most of the time, when a player says they want to do something, they should either succeed outright (because it's not actually challenging for the character to do), or the rules of the game will give a clear way to determine success/failure. It sounds like you maybe didn't have a very good DM.