There aren't many of these 'cause yolo and private RPGs are cooler, but there are a few.
1) You can ask to join a private RPG, but the creators do not have to say yes.
2) Creators: If someone asks to join, you can say no, but don't be all like: "LAWL NO, YOU LOSER. HAHA YOU THOUGHT YOU WERE COOL ENOUGH TO HANG WITH US."
3) If you want to turn a group RPG into a private RPG or vice vers you can, just ask the creator of the original.
4) I MUST BE ALLOWED IN EVERY SINGLE PRIVATE RPG.
5) Totally disregard rule 4.