Your Alice in Wonderland example is what I would consider an alternate universe. You're taking your own character and placing them in a world that is not their own, mostly as a way to explore those different mechanics in a non-canon way. That's always a fun thing to do!
A plot is essentially the foundation of any story or roleplay. They offer different situations and events that give you and others an understanding on how to carry forward. Without a plot, the story either doesn't exist or people will have a difficult time progressing. Plots are also a very good way to develop characters, relationships, environment, etc. The possibilities are limitless.
Let's say the plot of a roleplay is about going on a quest to discover a mysterious relic.
We can include one event where a character falls into a pit. Someone else has to figure out a way to save them, or the character has to figure out a means of escape themselves. This can test their intelligence and quick-thinking, or it can end in demise. Relationships can be established or strengthened depending on if someone else saves them, or if someone decided to just leave them there. The outcomes vary and play an important role in shaping the story.
I also make use of what I call "mini-plots." This is basically a way for me to develop my own characters and their relationships with others. These mini-plots are basically just small events for my characters that I discuss with other individuals, and we start roleplaying to see where it takes things.
This is just my definition of plots. Hopefully it was helpful! I would like to see how others perceive plots, too.
