So that's my question: For those of you who have done this or are in the process of doing it, HOW do you ease players accustomed to linear plot into a sandbox game?
Some players see that they are in Disney World and immediately run to the nearest thing they see. Some scan around and then talk about what to do first. Some ask what the itinerary says.
There are lots of ways to move players accustomed to questing and follow the path play to a self-directed and proactive form of play. Here are a few when starting a campaign:
1. Begin them in the middle of an adventure module where they have an adventure long objective. This could be "defend the town from the winter wolves as we evacuate" or "Stop whatever is ambushing the merchants along the road". As they go about their business a world laden with more adventure should pique their interests in what else they may want to do based on what they've seen available and their own desires.
2. Run your first session as campaign brewing session. As the players work together to create their PCs, either alone or in group(s), they can also determine for you what kind of world they want to go exploring in. This is a staple of homebrewing where the world is created for each campaign. Players may ask for types of adventures they like to engage in and even point to a few published ones to include too (as options). As PCs are created they can integrate them into the setting they want to be in as well. Just remember that D&D accepts all types, so you might have an Al-Qadim like world with a lot of nearby Babylonian and Egyptian tombs to explore, but half of the players have opted for more English countryside fantasy races. Let it fly, and let them tell you what their starting goals are.
3. Give the PCs authority over a group of NPCs who all have their own objectives. This moves the PCs from the role of initiators to defenders of those who are not seeking adventure, but have goals where such challenges seem unavoidable. This is kind of "learn through watching others be the goal setters" with the PCs being asked to do all the heavy lifting. This also puts them in the position of "how would we do this differently". Eventually, however, these guys must be moved to associates as they "allow" the PCs to take charge.
3a. If you're just looking to give the PCs a band of NPCs to be in charge of, that can get them going as well as they bask in their new found power. This is more of a type 1 starter adventure though.
Here are a few elements each of these approaches have in common:
1. Start them as a group with a common goal where working together is needed to accomplish it.
2. Give them a lot of rope so they can determine their owns means of accomplishing this goal.
3. Don't require the goal to be accomplished to continue the game. Interweave the world together so the orcs know of the goblins and the town and the wandering nomad clan. Basically, give them an integrated history and potential future and let the players explore seamlessly from each element to the next and they will leave the starting ground of their own accord.
4. Do not give them missions beyond a campaign starting mission. (But I guess them seeking out an NPC for one would be okay) Let them follow up from the starting goals or even generate new goals for themselves, like "I ask the barkeep if she's heard of some place haunted around here." Check your map for undead and give them the known rumor.
5. Allow each player to determine when they want to act privately or independently, but remind them that the game is based on group play and solo adventuring is very dangerous. That is unless you are willing to run solo games. The team play of learning how to trade off / find shared goals is a big part of the game.