This is an aspect where system really starts to matter a lot. In theory, you can tell players that they can do whatever they want. But in practice the mechanics of the rules system influence what kinds of behaviors are beneficial or detrimental to the players. Character advancement being the obvious number one. Players will gravitate towards behaviors that increase the rate ot character advancement, like doing things that get them XP. Establishing clear rules for what will get them XP and how much is a very great tool to guide the campaign without ever giving the players any directions in where to go and what to do.
Another good one is supply consumption. In a campaign where food supplies are tracked for all PCs, hired NPC, and animals of the party, and running out of food has meaningful mechanical impact, many situations can play out very differently from a campaign in which food is not a mechanical factor. Lack of water or freezing or being burned to death outdoors are even more severe versions of that.