When it comes to running something one-on-one, the system doesn't matter, it's how you chose to run it. You can easily run a one-on-one in D&D and just tailor the adventure to suit the character. Your wife wants to play a thief? Then make the adventure call for a thief. It's the same with any system, and it's a lot easier with a one on one game than with a party game, because you only have to keep one person happy and engaged, not four or five.
The other thing to keep in mind is to avoid "Mary Sue". {I'm all proud, because I just learned this term this week. It refers to the "ideal" character. She has unique powers, can speak all languages, is incredibly beautiful, sings like an angel, has an animal companion, is the last of her kind, blah blah blah. This is something I'm sadly inclined to do with my NPCs. *sigh*} Make sure your NPCs are individuals, which you need to do even more in a solo game because there's no one else for the PC to talk to.
I also recommend having the player do some blue booking, which is writing about what's going on. It allows you to see what she's most interested in pursuing. But then, I love blue booking, so I'm always telling people to do that.
Another thing... When I did one on one with my SO, I found we never made specific time for it, so it sorta died out. {We did it with White Wolf, which I think is well designed for solo gaming as opposed to groups, but that's just me.} I'd recommend setting a specific gaming time, like you would with a group.
And, as in all relationships, communication is the biggest key. Find out what she wants, and tailor your game accordingly.
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