Running a sandbox campaign for new players? Continually signpost their freedom of choice!

I was talking to friend of the channel, The Dave, over on the Discord, when I had a bit of an epiphany about my own experience running a hexcrawl in an OSR Dungeons & Dragons game: you need to continually remind players about their freedom of choice so that they don't fall into the trap of thinking they are locked on a path prepared for them.