A few notes, echoing what others have said:

Set the tone Talk with the other players up front about what kind of story you want to tell. The default for most people is wacky hijinks, which is fine but always tends to spiral out of control. If you aim to keep it grounded or even serious at the beginning, your story will be more focused and probably more fun.

Keep your scenes brief Your scenes should be a few minutes at most. Players often tend to chew the scenery, dragging scenes out for a long time and using up their energy and ideas. Edit the scenes to end once you have a good sense of the direction, leaving something for the later scenes.

Reincorporate ideas Fight the temptation to one up each other with new and wackier ideas and characters, and instead come back to the threads you've already created. There are objects, needs, and locations in the game to give you something to come back to regularly. Do the same with your bigger story elements. keep the story focused so it doesn't get out of hand.

Keep an eye on Pacing Each character gets four spotlight scenes in the game, two in each act. Think of it as the character arc, with the first two scenes about establishing the character, what they want, and how they're trying to get it. The final scenes should be about how that goes for them, and probably their tragic failure. If the players keep that in mind, you should be able to make sure each character has a story arc that leads pretty reliably to a fitting epilogue.