After you drop the hook for your players also drop clues for where they could go in the story. This allows you to allow for them to have choices (no railroads), while not having a full sandbox environment.
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I like to give 3 or 4 different choices for the players to follow after the initial hook. Then they can follow one of those if they wish or come up with a different choice. But because I have prepared (at least initially) where the story will be heading I can pivot for their requests.
Clues come into play because I like to add an air of mystery to most of my stories that last more than several game sessions. Sure it is fine to have the dungeon crawl or quick one-off, but overall I like to drive the game thematically if I can, and giving players clues helps me to do that.