I'm working on a really simple generator at the moment.
To answer your question in simple terms, the coils in the generator act like magnets of the opposite polarity to the actual magnets and they try to stay put holding back the input shaft, the more load the more hold back, you will allways put a little more energy into the generator as you take out.
Pretty much what Cruts just said.
Dont forget the power in the load has to come from whatever is turning the generator, it just converts rotating energy into electrical energy.