Mouse Guard is built like a two-act play. The first act is called the Game Master's Turn, and the second act is called the Players' Turn.
Game Master's Turn
Players receive a mission from their boss. They struggle to complete the mission, overcoming various obstacles. Maybe they succeed (huzzah!) or maybe they fail (oh no!). But at some point, it's pretty clear whether they were successful or not. That point marks the end of the Game Master's Turn.
The Players' Turn is more open-ended than the Game Master's Turn: players can do whatever they want. It's sort of like freestyle. Maybe your mouse prepares for the next mission, or tries to find a girlfriend, or seeks revenge against a rival, or tries to recover from wounds sustained during her mission. Each player begins the Players' Turn with a number of "checks," which are spent do do things. When everyone runs out of checks, the Players' Turn ends.
End of Session
When the Game Master's Turn and the Players' Turn end, it's the end of a session. Figure out any rewards for good play, break for the night and resume play with a new Game Master's Turn some other time!
The tricky part is that those checks you'll spend during the Players' Turn are earned by making things worse for yourself (and the team!) during the Game Master's Turn. The exact procedure for earning checks is described elsewhere [LINK]. For right now, it's enough to know that if you endanger the mission, you'll have more opportunities to chase your own ambitions in the Player's Turn.