I never played in a game where the PCs were plopped down in a town/tavern/wilderness/etc... and the DM said, "Now what? North, South, East or West?"
Traveller.
You're in the starport lounge of some jerkwater world. You've got a scout ship that gets free fuel and maintenance at a scout base, but those bases are scattered around and otherwise you've got no means of support: you need to find a patron and a job if you want to keep flying. You've got a merchant ship and a big-arsed mortgage hanging over your head: you need to start hauling and trading or face the repo guys. You're an ex-military type with a load of saleable skills in the ballistic solutions business: you need to find a merc ticket.
Traveller makes seeking out adventure the initial premise of the game.
What I've never understood is why so many
D&D games don't begin with the same premise. From the adventurers' perspective, you've got armor, weapons, maybe a spell book, and some gear, and a handful of coins in your purse if you're lucky. On the most basic level, what happens when those coins run out?
But more importantly, why'd you take up the profession of arms, or the priesthood, or the arcane arts, in the first place? To serve as a guard on the town gate, collecting tolls? Cast
cure light wounds on some farmer who falls off a ladder while thatching his hovel? Serve as court wizard, casting
comprehend languages for some petty lordling? Or to make something more of yourself? If the latter, why are you standing there looking at your effing shoes?
To be fair, the referee needs to do her part as well. There need to be things going on, current events, rumors, the moment the adventurers hit the ground. The world should feel lived in, and more importantly it must provide grist for the adventurers' mill. A sage who can point the players in the direction of some old tombs, or a guard who tells you about the goblins raiding the farms west of town, aren't spoon-feeding plot hooks: they're the search engines of the game-world, spooling out information which the adventurers can turn to their advantage.
For
my own game, the players start off with some of the current events of the day: the fair at Saint Germain is open, and it's a great place to see and be seen by the aristocrats of Paris; there's a new play at the hotel de Bourgogne tonight, and the players will be performing on the Pont-Neuf during the day to drum up an audience for the evening's performance;
et cetera. The adventurers may start with contacts, who can provide helpful advice should the adventurers solicit it. And there are taverns and gambling houses and fencing schools and salons and palaces, all of which are places for the adventurers to stir up trouble, make friends, chastise enemies, impress patrons, as bravos, as sharps, as courtiers, as duelists, or whatever.
In the games I run it's my role to fill the world with all sorts of resources with interesting applications. It's up to the players to locate and apply those resources available in the game-world to fulfilling the goals of their characters.