Celebrim
Legend
That's a good example. I've found that 'sandboxes' don't really work for my usual group of players. When I'm a player I also usually look for rumours or clues to decide what to do next. So, in a pure sandbox, I'm also struggling. I'm not a fan of 'let's go, plunder the countryside/dungeon', just because. I want a reason to do it.
Sandboxes can go badly wrong for two reasons. The situation you describe of players that are primarily reactive rather than active is one of them, but in my opinion its something a good DM can overcome.
But the even more common cause of sandboxes going wrong is that DMs without the temperament to run a sandbox are attracted to them by the notion that sandboxes require less preparation, or that interesting stories just organically arise without effort in a sandbox, or you can rely on the player's to create the content for you when running a sandbox. All three assertions are categorically false. Sandboxes require more preparatory work than adventure paths. Sandboxes won't organically create interesting events. And players in a sandbox can make things and eventually the content can start to generate itself, but a sandbox isn't in that state by default but has to be cultivated till it reaches the point that you can begin to harvest the rewards of all your hard effort.
The defective version of an adventure path commonly goes by the name of "Railroad". The analogy here is that the GM has so little envisioned player choice in creating his content, that the players are completely unable to change course and are forced to go through the motions of the one thing that the GM has imagined. The GM has envisioned one set of consequences so by golly there will be one set of choices.
The defective version of an sandbox is the opposite. The GM is willing to allow the players to choose anything they want. But the GM has spent no time imagining what the consequences of those choices might concretely be. The world is uncreated, empty, and amorphous and the GM leaves all the effort of making the content up to the players. For this situation I've coined the term "rowboat world'. The GM supplies the players with a rowboat, strands them in the vastness of an ocean, and then says, "Row wherever you want." The players have a surfeit of choices, but they still have no more agency than the players stuck on the railroad because none of those choices matter (particularly in the short term). Row as hard as you want south or north, it's all the same, and it's the players 'fault' if they don't find the little islands of content in the vast ocean.
For my part, I pity players in a rowboat world more than ones on a railroad. At least the folks on the railroad have some scenery to look at and can get to a destination without days of frustrating effort. Heck, it might even be a fun destination, and really - so long as you don't try to get off a railroad - usually you don't notice the rails. I'm not saying groups on railroads or in rowboats can't manage to have fun and enjoy the game, but in either case it's more like watching a movie because you've got nothing better to do rather than watching a movie because it's awesome.
The truths about sandboxes:
1) Sandboxes take more work to run than an adventure path. If you don't enjoy doing game preparation for its own sake, spare your players by running an adventure path or a series of vignettes, preferably using professional published adventure. When you run a sandbox, essentially what you are saying is, "I'm ok preparing far more content than I will ever use." In fact, if I wanted to give a functional definition of a sandbox, it was that it had content that was irrelevant to play.
2) Sandboxes have multiple potential adventure paths within them. Sandbox content looks a lot like a jumbled together set of adventure locations, adventure path hooks, and villainous plots - each of which could consume an entire campaign. In fact, if you take a setting defined by its adventure paths - say Golarian - eventually if you have all those paths in play simultaneously each of which the players can trip over, you end up with a sort of Sandbox. Making a good sandbox looks a lot like making many modules and mini-adventure paths, where you don't choose for the players what they are interested in. A good sandbox is not a world without roads and road signs. Instead, it looks like a road map, with broad highways, narrow trails, and even a few rail lines, crisscrossing all over it. This is what you are talking about when you say, "I usually look for rumors or clues" to decide what to do next. Those are your road signs telling you where you can go, and hopefully why. The really ironic part of this is that many DMs that think they run functional sandboxes are actually running functional adventure paths. Instead of creating a sandbox, what they do is functionally make up one "sign" and one "room" at a time, and the players simply bite the hook that they are given and follow the cues they are given about what there is to do around here. The DM may be laying the rails one at a time, but it's still ultimately a railroad. A real sandbox though has a density too it and the DMs knowledge of what all is out there is always bleeding into whatever path the players take. It's details that empower players and give them leverage to shape things and do the unexpected.
3) Sandboxes are DM created living settings. A sandbox occurs in a world where things happen. There are DM driven events. There are things that happen - earthquakes, wars, festivals, plagues, visitations of the gods, intrigue, crimes, etc. There are DM driven personalities with their own agendas. There is in other words a 'real' world to interact with. Many GMs get the false idea that sandboxes are primarily player driven. But sandboxes being primarily player driven is a state that sandboxes evolve to as the players gain more mastery and knowledge of the setting, and as player character's gain power and influence and relationships with the NPCs in the setting. They always start out as DM driven because otherwise the players have nothing substantial and tangible to grapple with and turn to their own purposes. The DM may be eventually willing to turn the buckets, shovels, Tonka trucks, wooden blocks, and so forth over to the players once they are inspired, but you bloody well have to at least create the sand, the tools, and some spark of inspiration before that's going to reasonably happen.
And if a player really could create all of that by himself and you the DM aren't doing it, then maybe that player should be the DM.
Even the best sandbox usually needs a good introductory vignette to get newly introduced players involved in the setting.