What I have done...
A few suggestions.
1). You really need to know your environment, because part of good sandbox is the exploring the world. Having some idea of what a medieval village, town, city, kingdom is like will help--as well as outdoor exploration.
2). It is important to have the world affect the players, and not just the players affect the world.
To that end:
Develop a great antagonist for the entire group to work against.
Have an idea for a subplot for each character, it adds depth and opportunities for complications and meaningful subquest.
Have one huge super plot. Something that you can hint at from time to time, and will likely become the focus of a session from now and then and after some time can become the big adventure.
Then pretty much let them wander and stuff will happen.
A few suggestions.
1). You really need to know your environment, because part of good sandbox is the exploring the world. Having some idea of what a medieval village, town, city, kingdom is like will help--as well as outdoor exploration.
2). It is important to have the world affect the players, and not just the players affect the world.
To that end:
Develop a great antagonist for the entire group to work against.
Have an idea for a subplot for each character, it adds depth and opportunities for complications and meaningful subquest.
Have one huge super plot. Something that you can hint at from time to time, and will likely become the focus of a session from now and then and after some time can become the big adventure.
Then pretty much let them wander and stuff will happen.