Kwalish Kid
Explorer
You should ask the players what kind of consequences for their actions they want to see. They want to take part in a story of a sort, but what kind of story? This may be different for different people, but you should find out what kinds of things they expect to happen.Yeah. I would follow that up with, "I really don't care, you can do what you want." Which is true, I don't care. (Well, more to the point, I do care, but only as an audience member - to see which way they go. The bandits are tough and probably too much for them right now but if they act smart...)
Now this does not mean that you can't surprise them or that bad or good things can't happen, but you've got to produce some kind of a mix appropriate to their desires. It could be that they want episodic adventures without any great continuity and they don't want to worry about sitting around playing guard.