GM style plays a hand in it. Even a player who desperately wants to explore is going to tether themselves to the plot-rail if they tried to wander a bit & ran into walls or got so bogged down in the muck lining the ditch that they had no choice but to attach themselves firmly to the tether.
As a GM you pretty much have to have some kind of rail to keep yourself sane & avoid having to write a book of possibly useful notes for every session. The trick is to make it look like you aren't using it and don't try to guide them towards it when they wander off the lot's path.
THe method as a GM will vary somewhat depending on your chosen system & group makeup. If your players are all playing bloodthirsty psychopaths with no ability to be social, you are going to have to take a different approach than if they are all playing social butterflies to various extents. In a game like D&D where lots of classes are pretty much incapable of being social butterflies, consider houseruling in an extra skillpoint or two per kevel if & only if it goes towards one of [these] houseruled skills that work like a bardic lore version of XYZ skills if the situation is relevant to the skill (i.e. military protocol in place of diplomacy/disguise/etc & such if the other party in the conversation views you as at least neutral & also has a military background while the interaction remains relevant to his interests to let a fighter talk to city guards about dealing with a threat or something as an example). If your playing a fate based or similarly fluid system, that sort of thing is probably not necessary.
Don't use the traditional obvious hook where your all in a bar and a man rushes in yelling about a necromancer raising zombies outside of town. Instead tell the cleric that some if his holy brethren of lesser power/strength have noticed a lot of people getting sick, tell the rogue that some of the more powerful houses have been tightening their defenses. Tell the fighter that an oddly large chunk of the usual city guard types have been going into private service for the rich & powerful, tell the druid that the animals are scared and acting like a major storm is coming. All those hooks lead to the same conclusion... eventually. It's just a matter of how they get to the end of the line & where their lines cros . If they hit a dead end, you can always let/help them backtrack to one of those crossing points. You don't have to prepare four separate sessions and throw away three for that sort of thing, just think of some minor encounters & sprinkle them in wherever while winging the investigatory part. Let them make connections & find/talk to NPC's as they please, inevitably they will stir up trouble & friendships with one or more groups in the process allowing you to use them for future hooks.
In order to convincingly do this sort of thing, it helps to have a rough idea of the major factions in the area & how they interact with at least one NPC to represent them in a way the players are likely to interact with. A guard might know that his boss's boss's boss heading the keep might want something done about something, but he's probably not going to tell just anyone about everything he knows or waste his superior's time directing every tom dick & harry to his boss. The guard does know that his boss is having trouble with some black market smugglers making a fuss. Coincidentally perhaps the thieves guild is bothered by this new faction moving in on their turf & rocking the boat & maybe this faction of smugglers is also working for a necromancer to gather "materials" (letting you lay a tiny hook that you don't set till much much later & looking and looking like the most awesome GM ever who has plans within plans within plans). When the group manages to infiltrate or cause minor disruptions with the smugglers & finds some necromantic supplies in the mix of black market stuff you mention. Don't be afraid to mention anything that hits your brain as possible foreshadowing giblets for future plots or red herrings. Coincidentally they happen tostart digging into the most immediately important bit, the rest can be ignored or you use it way later as an NPC/faction plot long in the works
Sure the animals are probably not the most interesting hook to chase, but when the druid suggests finding out about their distress & you ask how, if it seems like his idea goes nowhere interesting for the group, don't hesitate to nip it in the bud by reminding him how the animals think there is a storm coming or something but aren't sure about it. don't feel bad about giving one of the other hooks a bit more shiny or remind folks of the urgency that certain other people/factions the group's players have to interact with regularly are in a bind because of their problem
As a GM, it's also important to keep in mind that most people/things are not interested in fighting to the death, if the players try to kill everyone morally grey, that in itself will cause problems as the criminal underworld is suddenly free to do anything it damn well pleases withoutsuperiors, or the superiors start assassinating people in legitimate power/authority out of self preservation leaving the kingdom in turmoil as the remaining factions squabble for control unrestrained. Lead by example, if they start a fight somewhere they should get their butts kicked, offer them a concession where they are behind the 8ball or under the victor's thumb/debt once things are clear , if they refuse & they are certain to lose, don't hesitate to really hurt them by taking their gear & such or outright kill them. The same holds true the other way around, offer them dramatic concessions in combat when they are cleasrly going to win. Once they realize that npc's want to survive as muxch as they do & that said npc's have their own goals/interests/assets/knowledge... The big bad probably doesn't tell his henchmen's henchmen's goons everything he has planned, but maybe said goons know their boss works for what they think is really the bigbad. Don't worry about making things up as you go based on changing situations, the players willbe having too much fun chasing down leads to care if some of them were just nonsense you mentioned just in case they chase it