This came up when somebody (can't remember who--Alexis from Tao of D&D maybe? Too lazy to link.) ran James Raggi's Death Frost Doom adventure (still too lazy to link). (Interested parties too lazy to find them over on the right there know my pain.)
Anyway, idea is James' module starts with all kinds of ominous signs of spooky death. Gnarled trees, gravestones, a crazed hillbilly saying "Don't go up thar!" etc.
And so the DM's players were like "Ok, so let's not go up there." And, knowing their DM had prepared a whole complete rest of the world to romp around in, wanted to go somewhere else.
Now it should go without saying that a lotta other players would've wanted to go into the dungeon on account of the ominous signs of spooky death.
Here we have an issue of calculation, where the player weighs:
A)His/her interest in keeping his/her PC alive
B) His/her interest in playing his/her PC in character--(unless the PC's so greedy or curious that s/he would want to go in there no matter what)
C)His/her desire to go where the DM had something interesting ready to go.
C is seldom spoken of but it is a powerful motivator. Players want to play, and while DMs talk frequently amongst themselves about the merits of funneling or corralling or railroading or cajoling their players into going where the fun is, players (if they were as chatty as DMs) could go on for just as long about how they do things because if they didn't they'd worry they wouldn't be actually playing.
I mean, sure my PC could go pick beets instead of duel the wicked Archbaron but that doesn't mean the DM has an awesome beet-picking adventure ready to go, or that s/he should feel any compulsion to invent one.
A variation on this came up for me while playing during the first session of our Rolemaster campaign. I was playing, essentially, a kind of investigator, looking into some sort of mysterious culty activity.
Our boss laid out that there was this Source of Chaos somewhere, and then there was this Possible Pawn of Chaos (a high level NPC) and this pawn was located in the Thieves' Guild, and that there were 3 NPC Contacts who could help us get to him.
So, naturally, here's what I'm thinking: The Source of Chaos is where the fighting of the craziest monsters and seeing weirdest stuff is in this game, so I wanna get to that as soon as I can. Today, if possible.
I know where The Possible Pawn is, so let's call up these NPC contacts and tell them to get the lead out and get us over where he is as soon as possible so we can get this shit started.
So I go and find the first Contact, get him to take us to the Guild, ignore all the scenery/plot hooks and immediately head for the Pawn and offer this guy (turns out to be a crimelord) our services.
Now I chatted a little, out of scholarly interest, with DM Darren about the adventure and we discussed the sandboxy nature of the campaign.
Quoth he: "You went way faster than I expected--you didn't investigate the Contacts to find anything out about them, you didn't check around for info on the Thieves' Guild before going in, and there were lots of other ways of investigating The Pawn other than just walking right up to him and offering him your services, and there's a million other things going on in the Thieves' Guild."
Sayeth I: "Yeah, but, I figured that guy was where the fun was--he had a name and everything (all the other characters were spot-named after drinks--Gin, Manhattan, Lime Rickey--my character was named Jagermeister. It was all Connie's idea, I think.). I might've checked out the Contacts if they were the only people I knew about in the game, but the way it was set up, they just seemed like road bumps on the way to my objective."
DM: "He is pretty dangerous."
Me: "Good! We kept not fighting anybody. I wanted to get to somewhere we could use the Infamous Rolemaster Crit System until we met him--we only got into one fight all night and it was a random encounter with a bunch of thieves. The Pawn seemed like he might know where some monsters were, or at least some puzzles."
Now, really, DM Darren has got stuff ready to go in every direction--but he has a great pokerface and so there's no way of knowing that when he says "Well you could go meet the guy or you could do something else..." that there's just as much crazy madness behind the Something Else as there is behind meeting the guy.
Point is, the DM sometimes inadvertently draws your attention to things (I know I do it all the time), and some players will just move toward these things because they are there and have a name and therefore the player expects things to get exciting when they get over there--even if that's not what the DM was trying to do.
I mean, all of Call of Cthulhu works on this premise. It's called Call of Cthulhu, so the player knows that Cthulhu is over there somewhere and therefore s/he will have his or her PC do pretty much do whatever it takes to get over there, self-interest be damned. People make certain decisions because it's Cthulhu and so they think the game will be dull if they don't. In a game of sandbox D&D (or Rolemaster) this attitude can result in the PCs, in effect, railroading themselves right past a lot of options they could've had fun with.
So, yeah, if the PCs start to think the game is called "Call of The Very Dangerous High-Level NPC" then it take skill and effort to assure them that things other than The Very Dangerous High Level NPC are interesting in this sandbox. And to flag these things up a little, because, really, not everything a PC could do should result in a crazy adventure. Otherwise there'd be no point to making choices.
P.S. If you're wondering how we fared playing Rolemaster I'll talk all about later. Short answer: It was fun and we liked.