I've been playing with Keiga lately. I've also been reading a lot about story structure. Here's my view of how Keiga games often play out in 75% pods, presented in terms of a story act structure.
Act 1: Setup
Do your exposition. Introduce your commander, and let people be confused by the text. Maybe somebody will point out that dying doesn't work with the command zone. Feel free to indicate, in a non-condescending way, that you are aware of that fact.
People in the early turns will focus on their own gameplans - even upon repeated plays against the deck, I've found. You have a bit of interaction. Use it to disrupt a fast combo attempt or defend against somebody that really doesn't like you, but for the most part, this is you time. Play mana rocks, spend cantrips, hit land drops.
Then the point of no return, where we begin the hero's journey. You cast Keiga. Don't do this right when you hit your 6th mana, unless you're really desperate - Try and have at least some dinky counterspell available, or a swiftfoot boots equip if nothing else. Don't make it too easy to stop. Once you cast Keiga, you've crossed the threshold. Anybody who's played against you before stops ignoring you. Against new opponents, you might get another turn before they realize what's going on.
Act 2: Archenemy
The action rises. You untap with Keiga and cast Mirror Mockery and Diplomatic Immunity. Then, leaving two mana up for willbender, you turn Keiga sideways. "Trigger." You place a finger on the aura. "Create copy. Copy dies due to legend rule. Death trigger." You move your finger across the table, to Nesukar.
Steal a few of the biggest baddest dudes on the board, and suddenly, people start taking notice. You can almost immediately become a huge threat when you have everybody's commander under your belt. People will want them back. You can potentially stave off aggression with deals - "Will you not attack me if I don't steal your commander?" - but people would be fools to take them. You deserve their ire. Anybody not working to kill you is playing wrong.
Your opponents are outdrawing you three to one, so don't sweat the small stuff. Spend interaction when things would seriously disrupt you, like spells killing Keiga. The worst thing you can see right now is a board wipe, because once you have mana in play, people will be too smart to let you rebuild your board presence. Preserve your life total above all. Take potshots aimed towards closing the game out, maybe attack someone 5 times with your commander, but not if it means taking a bunch of damage. Just stay back and try to establish your engine.
Act 3: The Lock
The climax approaches. "Azami," you announce, laying her down on the table. "Go for the throat," another player responds, seeing what's coming. You tap Azami in response ("draw"), dramatically move the card into your hand, then turn your willbender face up and smile. "Kill your Hellkite. Tap willbender, draw again."
You don't have a combo - at least, not one that can end the game. Your win condition is turning creatures sideways with nobody stopping you. This is how you stop them from stopping you.
I've played this deck (well, a slightly more expensive build) enough to tell you that it has few actual win conditions. It's easy to miss how this works when looking through the lists without experience. But the way that a game ends is that you find a route to generate as much value as everybody else at the table combined. Your win conditions are: Mimic Vat, Galecaster Colossus, and Azami. That's literally it. You can cobble together something with Rush of Knowledge or flow of ideas if you have 20 mana on the table, but realistically, these are the three cards that let you close out a game through interaction. Mimic Vat can grab a clone, Meteor Golem, Archaeomancer, or (the most assured win) Daring Apprentice. That's the denouement: Smart players see the vatted apprentice and scoop.
I've also won games in different ways, but it almost always means that somebody's deck wasn't functioning up to snuff. Either one or two players stumbled on mana or otherwise lost to themselves, or someone was playing 99 cards that literally did nothing once I took their commander, or maybe a deck simply lacks a way to interact with my gameplan beyond "Play deliciously stealable creatures or do nothing." But assuming you're facing three enemies going down kicking, you need one of these engines to keep up.
I've seen some Keiga lists floating around the net that had no combo kill and no inevitability engines. Pick one of the two. You won't win many games otherwise.
