I put a lot of "hooks" into my sandbox. Some of the "hooks" in my current game, to give you an example--
I. -- My game is set in Conan's Hyborian Age, and my sandbox is focussed on a clan of Cimmerians--these are barbarians, just like Conan. Cimmerians shun sorcerey, are slightly spiritual but not religious, and are highly superstitious.
In the PC's village, there live an Oracle. People shun her yet go to speak with her when they want to know the future. Some believe she has powers, and some believe that she's a 100 year old crone who has learned to live off of others in this manner, telling people what they want to hear.
She does, indeed, look like she's 100 years old. She came one day to the village, before the PCs were born, telling the clan elder that she had come to guide the Fates of the clansmen. Superstition got the better of the chief, and he let her stay. She's been among the Cimmerians for over 20 years now.
Her hut lies exactly 100 feet outside the village proper, and it is covered with strange looking fetishes works from coal and bone and twigs and less savory things pulled from animals.
Every bed in the village faces any direction but towards the old hag's hut. No Cimmieran will sleep with their bed facing towards her.
That's a "hook". I could do more with this, if the players get interested. Right now, that's basically all I've done with her.
II. -- Sometimes hooks come from something I read in a sourcebook (as the above). Somtimes, it comes from me daydreaming about the gamae during my morning shower or while I drive to work. And, sometimes, the hooks just appear in the game all by themselves.
The basic plot of the first story arc, I decided, would tell the story of how the PCs became warriors for the clan. I started the game with the PCs as children, and we played several sessions watching these characters grow up, usually skipping a year or so, game time, between scenarios.
Other NPCs I had made up (as another hook) involved a house of orphans among the Clan, outside of the main village. Living in Cimmeria is tough. People die frequently. Children are left behind. So, the norm is for victim children like this to be taken in by a Cimmerian family from among the clan. But, the ones in the orphanage, nobody wants. Why? Maybe their family was wiped out by plague. Maybe the child's family was dishonored somehow, and no other family will risk bringing that dishonor among themselves. Or, maybe, the child is actually the offspring of a hated enemy, and, again, no family will shoulder such a burden.
Well, at a festival, the players fell into a quite enjoyable impromtu roleplaying encounter where I just made up this little five year old orphan girl on the spot. I played the heck out of her, if I do say so myself, and the players just fell for the little rug rat.
And, as soon as I saw how the players were, in real life, starting to care about this little girl, I knew I had a fantastic hook.
So, when the festival was over, and the litte girl was returning with the other orphans back to their homestead, I had it attacked by an enemy clan. The PCs were out gathering wood, not too far away, heard the screams, and came running. This led to a multi-session chase through some interesting terriroty I made up (an area populated by proto-humans, not quite ape, and not quite human; and a witched wood where time is not constant) until the PCs found the bad guy's hideout, in a cavern, several days from the village.
That led to a typical dungeon crawl type of situation as the PCs infiltrated to save the little girl.
III. -- Besides just throwing what I think are interesting things into the game and waiting to see if the players "bite" on the "hook", as I described in section I, and besides captitalizing on situations that pop up in the game, as I described in section II....my ideas also grow organically out of the game session.
Last game session, the PCs finally rescued the little girl and ran from the bad guy's hide out, with Undead bad guys and a demon on their tail. The PCs led the chase overland into a section of the map I had created (I've drawn up a 2000 square mile map of the surrounding terrain features around the clan village--and I keep detailing it futhre as we game and encounter new things) into a section I called The Cracked Lands.
This is rough territory of low canyons and high rock. Plus, it was storming quite fiercly as the PCs' flew.
They finally made it to the canyon, and then they found a small cave to hide in. I allow this to work, and the demon and Undead (directed by the demon) lost the PCs' trail.
At the end of the last game session, the PCs spent the night in this small cave while a huge thunderstorm ranged.
So, for next game session....I was thinking. They're in a canyon. It's been raining hard. I've already described the dry canyon becomimg wet with a stream, then ankle deep, and finally knee deep water in it...
Growing completely organically out of this set up, at the start of next game session, I'm thinking....yep! FLASH FLOOD!
I've going to give the PCs some saves, and if they miss, they'll be whisked down the canyon, carried with the raging waters.
Later on, in the canyon, especially after a hard rain, I'm seeing bugs in my head. Flying bugs. So, I pulled out the Conan Beastiary and picked a coule of giant flying bugs for the PCs to encounter. I can just see these bugs, flying low over the creek trail in the canyon, just after a flood.
Oh...and then I read a Conan story which gave me a cool thought: What if the PCs were walking down the canyon and, all of a sudden, these thick ropes made dried long roots. Used like lassos, these fall upon the PC's shoulders, tighten, and jerk them up high in the air.
At the other end of the rope are the proto-human ape-like creatures that are basicaly"fishing" in the (normally) dry canyon bed.
All of these ideas just generated because the PCs went into a dry creekbed.