Game should lead the player, if it's not the story that is driving the gameplay, the sandbox mechanics should be very clear and obvious. e.g. minecraft. It makes it very obvious from the start what things you can do and what actions you can take. then you can explore the world and anticipate...
Sandbox is just difficult to do. Sandbox works only if the interactions with the world and characters are as procedural as possible, but that's difficult when you're scripting very specific behaviors and plots.