How Should I Prepare For My Sandbox Campaign?

Next month, we are restarting my Adventures in Shadow campaign, set in Gloamhold. (Hooray!) The campaign is going be much more of a sandbox campaign than we’ve recently run, and this presents a minor problem for me as I love to be super prepared for the game. So I thought I’d ask you, how do you prepare for a sandbox game?

Help me prepare my game, by leaving your advice in comments in the below.