There's the mechanics listed above, but the impact of the destiny step is up to the Fatemaster to write. Not every destiny step is going to be super easy to work in, but as adventure hooks and inspirations they are an amazing tool to use.
I personally try to set each step up referring to someone's death or loss of something important and if the Fated will save them or let them die/be lost. So for example I had the step "And You Will Drown In Not But Three Tears" (or something similar, book not in front of me) and I had the Fated slowly being drowned by spirits that were holding them down while they slept and keeping them in a dream. I gave lots of little hints during the adventure like trouble reading (needing to take literacy tests to read a map and describing "the general idea" of what the map said, rather than what it did say specifically, etc) they immediately popped at locations rather than having to travel there (harder to catch during a tabletop game, believe me) and other nonsensical clues. The other big one being that they kept feeling water sliding across their faces.
The three players woke up and defeated the spirits and were pretty chuffed about the whole encounter. Which I never would have thought of without the destiny step, which they totally denied by not dying.