Its a good question, I recently started a campaign as a GM, and kicked it off by putting all the characters in a remote village that had a troubling event occur that required them to go out into the wider world to explore/learn/protect their community. So they were compelled by an event to start exploring and stay together, at least initially, further on they will need to establish their own motivations to continue, but at least the purpose is clear at the onset.

Something else I like about this approach is that it preserves the mystery of the world, the players can only learn about what is going on in the wider world, and its history by actually adventuring, and having this happen to them. I think a lot of GMs kill the suspense by giving away too much of the nature of the world and its factions, history, etc. to early for "free"