Corvo was once a bodyguard to the empress and is now falsely accused of assassination. Corvo must set things right, how he does it, though, is up to you. Corvo is ostensibly an assassin. He can effortlessly drop from the shadows to kill unsuspecting targets and then blink up to rafter, hiding their bodies from the eyes of patrolling guards. Or, if you like, Corvo can be a man of peaceful justice. It is entirely possible to finish Dishonored without killing anyone.
The player's decisions in Dishonored fundamentally shape the story. In my playthrough, my task was to break into the lab of Anton Sokolov, the head of The Academy of Natural Philosophy, and escort him back to base for questioning. Numerous guards blocked my path. I chose to spare their lives when possible, opting instead to use Corvo's Blink ability to flash from the ground, to a crumbled balcony, to a rooftop. From there I bypassed the guards by blinking to a ledge and finding a hidden window I could creak open and enter. Once inside, I blinked again to some piping that ran inside the facility.
Once inside, I found some guards in my way and dispatched first with a stealthy assassination, then with a deadly swarm of rats. Finally a made my way to Anton's room and chocked him out, throwing him over my shoulder. That's when I spotted a young woman in a cage, one of Anton's experimental "lab rats". I could have abandoned her and carried on with my mission. Instead I dropped Anton, took his keys, and unlocked her cell, before returning to the task at hand.
I, and therefore Corvo, could have left that woman to die. Instead, I chose to save here, thereby making Corvo a slightly kinder hero. Arcane promises that decisions such as these will happen with frequency. In fact, the game tracks how often Corvo kills civilians during the game, some of which stand in the way between him and his target. Will they be casualties of war or a people to protect? The choice, and Corvo's morality and story arc, is up to you. Both the narrative and the gameplay is, essentially, customized by the player.