They have layers... oh wait, that's not what I mean...
Oh yes, stories are like cake: for them to be great stories, they must not be lumpy! What does that mean, you ask? Well, lumpy cake happens for several reasons, you may not have mixed it properly, the wrong flour might have been... what? Oh! What do lumpy STORIES look like? I see now.
A lumpy story is where the writer divides up the sections of the narrative and writes them down one at a time. For instance, many new writers (myself included...at least in my early works that REALLY sucked) will talk about a character, describe that character, hint at their background, and then move on to describe another character, etc.. Then, before those characters interact, the author moves on to SCENE description, informing the reader about the color of the walls, the shape of the dresser, the weather outside the oak-framed window, the history behind why the room looks the way it does, maybe even comments about how uncharacteristic the rain is for this time of year. And then, finally, the scene starts to animate and the characters begin talking with each other.
Of course, that's an exaggerated example, but quite accurate to some of my early attempts at writing. There are more subtle forms of lumpiness in writing, and I've found one of the best ways to avoid it (or at least fool the reader into thinking that it doesn't exist) is to ALWAYS have a character interact with the scenery (by expressing the opinion about it), discuss the scene's history, or remember facts about the other person they are talking to. When readers who are engaged in a character see that the characters are engaged in the story, they don't notice when a transition from one scene to the next isn't as smooth as it could be, or that you (the writer) jumped from dialogue into a commentary on the ethics of gold chandeliers in a homeless shelter.
So go, look over your writing, and mix it up to get rid of those lumps!