Players want to follow the story line, but they also have to have their freedom. If they feel constrained by the DM, they’ll lose interest in a major way. Autonomy of player characters is not only important, it is required. The issue is, they should be allowed to be free in your world. So the question is, how does one balance freedom with the necessity of cohesive storyline play? Here are some ways:
1. Give them an interesting story. This may seem like an obvious factor, but just because it is something that interests you does not mean they’ll share that sentiment and go along. The best way to insure mutual interest is to make it personal to the characters. Rewards, justice, promise, and potential are the easiest ways to hook them. It’s a much more secure hook than a clever tag line every time.
2. If you want them to go north and they insist on going south, don’t force them to turn around. That’s an obvious and metagaming method that players catch onto easily. An old trope that spoils the game. Instead, either move the goal (you are the DM, right?) or add a step that lies in the South (or whatever direction they decide to go) that will gently bring them back to where they need to be. And, if you’re subtle enough, they won’t even catch on.
3. Let them decide. It’s ultimately their decision, so don’t begrudge them the power of choice. If they have an idea that takes them astray of your goals, let them go and see what’s there without any retribution or backlash. They are not being spiteful (unless they are) so don’t punish them for make a choice different than your expectations.
4. Let them wander. Sometimes, searches produce no results. This is not the best option, nor should it be the first thing you do, because players get frustrated when the clues are too subtle or not clear enough. Tread carefully here, there be empty gaming tables in this part of the map. If they are to come up empty-handed, make sure it’s presented to a quick way and may be accompanied with clues to steer them back on course.
5. Hints and clues. Be subtle, but balanced. Let them hear of someone who knows, but is hard to find or only knows bits and pieces (one bit is that the goal lies to the north, perhaps). Again, be careful of metagaming and above all, be subtle!