I'm going to throw up a short answer. 

You wing it, everyone has their own way but really you need to decide yourself. In terms of my own Crisis: Mars which bases around people gaining super powers in a futuristic colony on Mars people are running with what they want.

I have a plot on the top, and I'm kind of nudging, not pushing or shoving, them towards it. However I also am letting them know that there are consequences or rewards to their actions via the comments of the [i]Watcher[/i] who right now is a mysteriou figure of unknown origin and unknown motive. 

I think it's important to make people WANT to continue the plot, the more bored they are the more likely they are to try and derail things. At the same time you don't want to FORCE them along a certain path. They are players after all, not characters. You need to make it interesting and intriguing and I feel give them some time to perhaps go off to develop their own characters on their own.

Challenges you need to know the reward/consequence at the end and know how it's gonna play out. You also gotta give them hints (subtlely if possible to not ruin it) on how to solve it. 

Longer than I meant it to be, bt I've said by bit. Farewell.