That pegleg hanging above the Marquis' office? The players know that it is supposed to be the pegleg of the dreaded pirate captain Black William, who died in the nearby strait thanks to a devious conspiracy, which the Marquis himself was a part of. They also know its a fake, because they heard a tale from his daughter about how a noble lady tried to seduce him, only to steal the pegleg, thinking it contained a treasure map. Instantly you create sympathy for this npc, who can't seem to find true love, without someone trying to deceive him, who is only trying to find that damn treasure. But you also give a reason for the name of the strait, and a backstory to the entire region. Plus you create anticipation, by informing the players that they never found the pirate captain's body. Could he come back as an undead?
And then many sessions later, when the players find themselves on a remote island infested with cannibals, and they find the diary of the noble lady... It's that AHAH moment, that you wouldn't get unless you had first laid the groundwork for that side plot.
And then even more sessions later, the corpse of the dreaded pirate captain is found by the players, and they also find the real map!
And then even more sessions later, the dead pirate captain is brought back to life as a ghost pirate, and they have to fight him! And they know who he is, because the entire history of the region was used to build him up as this really bad dude. It was all just a very patient and very prolonged set up. First to subvert their expectations, by having the notorious pirate captain actually be dead. And then to subvert their expectations again, by having a necromancer raise him much later in the campaign.