Check out the GM stuff in the FFZ link in my sig. It's kind of built around the narrative process, so it has some pretty good advice.
I'll also be yanking some of PC's advice.
Things like...
- The character wants something. Dangle it in front of them.
- The character fears something. Make them run from it.
- The character has a weakness. Exploit it.
- The villain is built from the character's flaws and fears -- afraid of spiders? Your enemy is a giant intelligent evil spider.
- The villain is never boring. It plays a key role in the campaign, and should receive maybe more attention than any other thing you as the DM design.
- How to do wheels within wheels and plots within plots.
It sounds a bit like you're at the very beginning of a new story -- you've got characters. The easiest thing to do is to turn one of those monsters-of-the-week into a hint at something bigger going on, and maybe to provide a link tethering them together. Think: "Who benefits if all these things happen?" and you might be close to puzzling out a villain.
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