A few other answers.
> how do you make it feel real (the world)?
Describe how things smell, and how they sound. Have things change even when the group isn't around. NPCs might marry or die, and things will be different when the PCs next comes to town. This creates a feeling that the world is alive. You also need to have the PCs' actions change the world. If they're 17th lvl and well-known heroes, they aren't going to get bossed around by a gate guard who knows who they are.
> how do you make sure that the players do the right thing to start an adventure?
I usually have two or three hooks into an adventure. I'll present them all, and go with whichever one the group responds to. It doesn't always work, though. Henry referred to my "modron adventure" upthread. Six years ago I tried to get my group to go on an adventure called "The Great Modron March." They started, decided that other heroes could deal with it, and headed home instead. So much for THAT adventure.
I just let them move on and created something else for them to do. They still hear about the marching modrons regularly.
> how does anything ever work out when the players dont truly (though they may have an idea) know what the adventure requires them to do? i know that this uncertanty is the essence of the game, but how do you, as the DM, make sure it all works out???
Players are usually smart. You present the problem, make sure that you have self-consistency,, and if they can't figure it out you consider slipping them a hint. If they get it wrong and fail, then that's a learning experience -- although I usually try to give them a heroic way to fix the problems that they've accidentally caused.
I hope that's some help. If other people haven't mentioned it, welcome to the boards.