...you can play as one of his companions.
Conan has plot armor. He can't die. He won't die. Ever. Unless Howard willed it, in which case, it could only happen once. The same goes for Elric, Aragorn, and any other famous heroes whose worlds people like to game in. In order to showcase this, publishers often gave these protagonists bloated stats (just look at Elric in some of Chaosium's books) when all they really had to do was put an asterisk after their name that signified -- plot armor.
Role-Playing in these worlds never really worked for me. Much of the fun in D&D is creating your own world anyway. But gaming in Hyboria, not the same without Conan, because without Conan, who cares. Hyboria is his playground. Without Conan, Stygia simply becomes Egypt. Aquilonia becomes France.
Dragonlance was the closest we came to gaming in the world of novels. And yes, we had many of the modules, but never played them, we just liked referencing the stats. What eventually happened was we took ideas, like the Towers of High Sorcery and the tree town of Solace and came up with our versions for our worlds.
It's why I never got into the Star Wars RPG by West End Games, though I bought the book, I quickly traded it to my brother for his D&D books. (Star Wars is the one thing I loved as a kid that I now legit feel is the stupidest thing around.)
You see, you will never measure up to the iconic characters. You will always feel like wannabes, like supporting crew.
So play as them.
The Savage Sword of Conan the Barbarian, Issue 133, Feb, 1987. Features the story, Winter of the Wolf. This was the first issue of Savage Sword I ever bought and I was hooked... for awhile at least. It was this magazine that eventually lead me to dive into Howard's original stories, which until then, I knew very little about. By 1987, Savage Sword wasn't so savage -- still pretty violent, but the nudity was gone. At the time, I had no idea how cool the earlier issues were (70s/early 80s) and I should have been exploring the Warren horror mags, but, I wasn't.
Winter of the Wolf -- I was cautious about revisiting this story; it has a mystique in my mind and I didn't want that ruined. It held up, the mystique stays, but I did notice some errors that aren't relevant here.
Summary: Conan and some Gundermen are part of a royal hunting expedition in the winter months. It goes poorly, the nobles are killed. Conan and the others decide not to return to Aquilonia proper, as they would be blamed for the deaths, so they head on and soon they are hunted by a pack of wolves which are actually, sort of, werewolves. They seek refuge in a fort manned mostly by farmers, led by a chieftain with a wicked daughter. Stuff happens. Eventually, when everyone is drunk, the fort is overrun by wolves and of course Conan is the last man standing.
Because, he has plot armor.
D&D characters don't have plot armor. They're not supposed to anyway. (Modern story-gamers probably beg to differ. Why do they even roll dice?)
But, what if you were one of the Gundermen?
Conan will survive the Winter of the Wolf... but will you?
You wanna play in Hyboria? You're a part of Conan's saga, not yours. Take any adventure, any D&D group, insert Conan (NPC). He cannot die, but you can. If Conan's hit points reach zero, he is knocked unconscious and left for dead or captured. Maybe he escapes. Maybe you rescue him -- maybe you die trying -- such is often the case. Your goal -- to see how long you survive as a companion to the mighty Cimmerian. You could build a whole campaign centered around Conan and his many companions, but HE is the main character, not you. In the end, most of your characters will have died and Conan will have ridden off, perhaps with a bag full of jewels, alone or with a half-naked woman.
Such as it should be.