Of course, if the party can go anywhere - and you only have the first 3-4 points of interest ready to go - that does provide certain challenges. My solution to the challenges has been twofold. First, I tend to sketch out (or use pre-existing) one page descriptions of the points of interest I haven't created in detail. Even if they end up somewhere I never expected, I have something to go on.
Second, I create a wandering encounter chart that features many powerful and interesting encounters on it. A solid wandering encounter chart can make the travel from Point A to Point B itself be a fulfilling session of gaming. More importantly, if the wandering encounter chart is scaled for the average level of play, rather than the starting level of play, it will implicitly persuade you party to stick to more civilized areas early on. For instance, most of the encounters on my chart are at 5th-7th level of difficulty. Beneath 5th level, exploration of unknown areas is risky venture, not to be done lightly; far safer to follow the map. But at 8th level and above, the random encounters begin to seem less threatening, and the campaign setting "opens up" organically to more freeform activity. But all of this is done without ever forcing any choice or outcome on the player. They can, if they wish, break out into new or unexpected directions (and my players sure have, sometimes)!
Don't be a Plot Nazi
With a story web, you can't be sure that your players will encounter #1 before #2, or #2 before #10. Nor can you be sure they'll encounter any particular location, character, or monster at all. You have established a setting, but the story that occurs within that setting will be the result of player choice. They will be enjoying an emergent story as the move along the strands of your story web. Or burn your story web to the ground, as the case may be.
At a certain point in the course of running your campaign, I guarantee that you'll begin to feel the urge to transform the emergent story into a directed story. You'll say to yourself, "The Lost Temple of Arneson is so cool! I really want them to go there." And so the local King will come down with Bubonic Ebola, which will only be cured if the Polyhedral of Power can be recovered from the Lost Temple. Now, there's nothing wrong with this per se; I use a set of random charts to create background events in my setting, for instance, and one of them really can inflict pestilence on the population.
But to stay true to player agency, you need to be willing to let your players say... "Nah. I'd rather go check out the Tower of Gygax. Pass the King our best wishes for his recovery" and run with what they want to do. Maybe that means the King dies, and the land is in upheaval. Maybe it means that another adventurer recovers the Polyhedral, and the PCs suddenly have rivals for their fame in the land. Maybe it means that the King declares them outlaws, and they join forces with the monsters. Again, the point is that the story isn't something the GM decides alone. The story emerges from what the players decide. GMs who force their players to pursue one particular plot are being dictators when they should be democrats. Don't be a Plot Nazi and force your story arc on them. After all, the first Indiana Jones movie showed you what happens to Nazis when they mess with Arcs.
Alexander Macris has been playing tabletop games since 1981. In addition to co-authoring the tabletop games Modern Spearhead and Blaze Across the Sands, his work has appeared in Interface, the Cyberpunk 2020 fanzine, and in RPGA AD&D 2nd Edition tournament modules. In addition to running two weekly campaigns, he is publisher of The Escapist and president and CEO of Themis Media. He sleeps on Sundays.