1. Make some defined missions available. Not everyone wants to go out and explore and just figure out the world on their own. The thing about my sandbox is that while I made this wide open dynamic world that keeps moving on, the players don't feel connected. So I will give them direct opportunities to get connected.For the past several years I participated in several forums discussions on Sandbox campaigns. One point that keeps coming up is the idea that players can pick their own direction. All too often I see sandbox proponents or novices take this to an extreme. Basically saying that the campaign is devoid of any type of plot, story and the referee is there just to adjudicate what the players do.
Which is a recipe for having a bunch of a confused players and a referee not having fun.
I call what I write for my campaign plot. Unlike a story it is a plan comprised mostly of events that happen in the future. The initial plot is written as if the PCs did not exist and unfolds what happens in your setting for the next year or two. The crucial difference between what I do and what "narrative" RPGs do is that after every session I modify my plot to account for what the players did (or not do). Sometimes everything changes and the future is going down a completely different path than I originally planned. It is immensely fun for me when that happens. Remember all the NPCs (unless dead) and all the locales (unless destroyed) are still available for me to use. The context is completely different now that the PC have acted.
As for helping out the PCs with a sandbox campaign you have to remember that they are part of a living breathing world. Like our on live their characters will have family, friends, allies, and enemies. This what gives the players a context in which to make their initial decision. As the campaign progresses often it will take a life of it's own as the consequences of the consequences start propelling the game forward.
Especially for older edition D&D the PC's background are often useful when a character dies. One of the original PC's allies, family, or friends can be selected as the new character for the player. While losing a character always sucks in this case some measure of progress and continuity can be retained.
Most milieus have societies with religions, nobles, and other organizations. Characters that are members these have a instant source of allies, resources and most importantly adventures. There often a price attached in terms of loyalty and/or duty. But for truly interested players these details easily merge in their character's backgrounds.
The key thing is that none of this imposed by the referee. You give the players some choices, and a little guidance and help them to fill in the blanks in their background before playing. The result will be an initial starting point from which they can start wandering the setting.