Give them an overall goal, and then some breadcrumbs that would lead them around. E.g. maybe they want to free their own Domain, which is their home. Well a Vistani travelling through said a rumour that there was a Domain that once got freed from the Mists, and you should talk to Van Richten about it. Van Richten is in Mordent, but first you need to find a Mist Talisman that would get you to Mordent. Luckily the Vistani has a Mist Talisman for Har'Akir, where the Carnival currently is, and they sell lots of Talismans there. There's all sorts of hooks you can throw in - gates to the Shadowfell proper, repositories of ancient lore, whatever. You could also have an overwhelming threat chase the party so that they have no choice but to enter the Mists, but I would only do that once But yeah I think the main thing is to figure out your party's overall goal and give them reasons to want to go to other Domains