One of the big changes when going to a base-building campaign is shifting your mindset from offensive to defensive.
Going on missions puts you on the tactical offensive, in classic D&D terms it's going to someone else's place to kill them and steal your stuff. Even village defense scenarios often involve the offensive approach of hunting the attackers down rather than letting them come to you. Even when you're on the tactical defensive (like in the movie Seven Samurai), you're still focused on attacking the enemy more than holding what's yours.
Once you build a base, a defensive approach becomes more important. Now you're the one with stuff to keep. Someone could send others on missions to attack you. You also have to deal with NPCs to keep the base running.
In general, moving to a base means increasing the amount of political maneuvering because you can't just kill all your problems; in many cases you have to deal with your current problems in such a way that doesn't negate your ability to deal with the same character the next time.
One of the interesting aspects of base building is that the same NPC can be an antagonist in one context and an ally in another. It makes for more depth and gets people thinking.
Possible missions/goals/scenarios could include:
Explore the area to make sure there are no surprises nearby
Convert an NPC antagonist to an ally by solving a problem for them