FTFY:
If I start a new campaign, I prep a bunch of places, stories, quests, some foreshadowing etc. everything a good story teller is going to prepare. Session one the group decides "okay, lets fuck off 321.9 kilometers to the east"
Unless your players are assholes I would still say this is kind of on the GM to let the players know what the game is supposed to be about from the beginning, and to tie in the player's backstories and motivations into their setting enough so that the PCs won't have a reason to fuck off to the east and instead have every reason to get embroiled in the plot the GM has planned.