Here's a cool thing to try in a game:
Have some wise old sage or someone like that give the PCs a quest, which they need to fulfil in order to convince the sage to give them something they need, be it an object or information. They go on this arduous quest, travelling through monster-infested wilderness or whatever, to the trap-riddled ancient lair of the evil Arch-lich, defeat the boss, retrieve the thing the sage wants at great personal risk, and then undertake the dangerous journey back.
And when they get there, the sage has died. Maybe he just passed away peacefully of old age, leaving no notes or clues about the thing the heroes desperately wanted off him.
Or, to avoid being a completely malicious GM, perhaps he was murdered - for the very thing that the PCs want. And there's a trail of clues leading to the culprit...
Transcript
Han: ... Why would you do that?
GM: Luke, you get the feeling that Vader is seeking you out.
Luke: Oh man, I'm not ready for a boss fight. I haven't even finished this Path subquest yet.
C-3PO: You haven't melted me and Artoo down yet either, and that hasn't held you back.
Luke: Well Uncle Owen died. You can't claim a reward from a dead quest-giver.
Chewbacca: <sigh> We search the forest for Princess.
Han: And for treasure!
Chewbacca: There's no treasure in a forest.
GM: After <roll>... an hour of searching you find Princess's helmet.
Han: Told you!
Chewbacca: Your treasure stinks.