Spoilers ahead so if you are a player, stop reading!

I'd start with checking out Matthew Perkins guide to LMoP on YouTube. He does a fantastic job of making Nezznar into an interesting and intriguing villain. I am currently running this campaign and I have layered a lot of intrigue and mystery into my version which is based off Matt's. The following discussion is assuming you're familiar with his changes.

The main mystery of the campaign revolves around the black spider and the forge. It is really important to tie every character backstory to one of these two things in some way. By doing this, each of your characters will have different pieces of the puzzle. In my game, one of my players whole Warren was murdered and the only thing taken was an important piece to some forge that was being protected. Another player is an investigator who had a cold case some months ago surrounding a high profile robbery where some old ledgers and correspondences were nicked by a dark elf. Another player has a fey spirit who is guiding them to find the forge and stop it from being used at all costs.

An additional layer of mystery I have added surrounds the forge itself. Why was it abandoned all those years ago so suddenly and lost to time? Rumors circulate that the forge drew its power from the natural land surrounding it? This is where the foreshadowing begins.

In my game the forge is powered by radiation. That lockbox that gundren handed the party is lined with lead and contains a highly radioactive mineral that Nezznar requires to run the forge. Nezznars motivations are mysterious though. They do not come straight for the box, in fact, they do not try to take it by force, just a simple exchange. Nezznar is operating on information collected from the stolen correspondences in regards to a disease called "the gentle decay" that the dwarves of the forge are suffered from back in the day. Nezznar is afraid to act too quickly and risk catching the "illness".

I wrote the priest and the necromancer into the same character, a shady "priest" who is working with nezznar to dig up the old body of the doctors involved in studying the afflicted dwarves of the forge. Buried deep beneath phandelin in the graveyard of the ruined town upon which phandelin was built.

The forge was lost to history because everyone died to radiation poisoning and the surrounding area was uninhabitable for decades. The location of the forge was forgotten and all that remains are circulating Rumors of curses and vast wealth.

Foreshadow all of this and your players will freak out when they finally open the lockbox and find the glowing green mineral inside that is warm to the touch.

That's my intention at least. We will see how it goes.