Why have rules?
You might think it would be more fun to play Tabletop RPGs with no rules, after all what the rules do is say how often you fail, and mightn't it be more fun to succeed all the time?
Consider a game of cops and robbers, where one of the children playing is older and is considered 'in charge'. Partway through play he decides that the cops, being the good guys, should be able to kill the robbers (as they are bad guys), so he determines that whenever a robber is shot by a cop he must fall down and stop playing. This quickly results in all the robbers being on the ground. For the robber's then, this isn't a very fun situation.
A Tabletop role-playing game (Role-playing game or RPG) is a game that's traditionally played at a table, with around five people (four players and a Game Master or GM), using pencils/pens, paper, and dice (there is no requirement as to the exact numbers and they can be much larger, but the minimum is two people, one player and one GM). Tabletop RPGs have thorough rulebooks that define how the world works and provide information such as how to make a character. In tabletop RPGs characters have statistics that define how likely they are to succeed at any given task.
In video games the role-playing game genre might be confused with tabletop RPGs: Tabletops are more like boardgames, computers are not (traditionally) involved. The video game genre did come from the old tabletops. Tabletop RPGs, however, are much less restricted then video game RPGs, they allow you to define your character using a wide variety of characteristics. The class-based structure common to video games comes from the Dungeons and Dragons tabletop, GURPS uses a different (point-cost based) structure.
GURPS is designed so that it supports a wide variety of characters and settings.