I was thinking about unclear goals and wandering in games. Like a lot of players, I enjoy just wandering and exploring. In a game like Fallout 3, I like to just head east and see what happens. True adventure always involves events which are unplanned and unexpected.
But if you wander too long, if you're always chasing minor goals and don't have one or more great conflicts to tie it all together, then the experiences start to feel shallow. The grand conflict frames the smaller events, reveals order and meaning.
Most games which offer content far beyond a scripted plot, like Fallout 3 or Saints Row 2, merely leave an invitation with the player to jump back on the narrative highway whenever fancy strikes. Either the player is forced into the game's narrative heart from time to time, or the player is given a map to find it whenever.
There is an alternative, though I don't pretend it would be easy. The alternative is for the main conflict to enter smaller conflicts in the form of overt events.
In The Godfather III, there's an important scene where Michael Corleone realizes he can't escape his past:
He walked away from conflict, and conflict hunted him down. He was able to have meaningful experiences apart from that old war, but eventually it always finds a way to interrupt or mix into those experiences.
Let players chase those smaller conflicts and experiences. And let them choose when to fully engage with the main conflict. But don't just leave a sign, post reminders, or tie everything to the plot through passive crossovers (side-quest choices which relate to the primary plot but cannot affect its progression). Occasionally bring the main conflict to wherever the player has wandered, with force and with consequences.
Remember, adventures isn't chosen. It's responded to.