Yep, talking it out is usually a working solution. Describe your setting to the players and ask them to contribute. One of the most improtant job of the GM is to describe a setting that will have the players wanting to be a part of it. I guess that your players didn't really get what your setting was about, and this is why talking with them is so important. If the setting is too ''open'' you have good chances to end up having for character funny teen girls running around with pink hairs and chainsaws. ;)
While it might be welcome in some settings, the case isn't true for many others.
Okay I think I know what the problem was now. I misunderstood the freedom of Dungeon World which is my failing. I gave them too much free reign. Next time I won't ask such broad questions at the start. For the next session I'm running it for people who are actually interested in a campaign. This one was just kind of a test of me to work out the system and such. Mainly combat which was chaotic but a lot of fun. The next session is for five people from my local game store's facebook page. I posted up I was running Dungeon World and these people jumped at the chance. I think it's a testament to the game that within seconds of posting the ad I had five people going. "Do you still have places? I'd love to join!"
Next session for the start of the campaign I'm going to be introducing a cult called the "Jade Mask." I have some basic ideas about them written down but I've left blanks in the narrative. The game is going to start with the adventurers investigating the sounds of moaning and screaming coming from a cavern in the forest. What would you say would be a good way to open this? What kind of questions should I ask?
I think that's one of my problems is I ask far too broad questions leaving it open to crazyness and basically turning it into medieval saints row.
Before asking questions, I suggest you introduce your setting. Then even broad question will have the players answer with revelant information about your setting. I would begin somewhat like that :
The land of ........ (your setting), is a dark place where habitants struggle to live. Hard days of work are hardly enough to put bread and dirty water on the table. Peasants revolts seldom occurs, but the lords of the land are quick to put anyone who oppose them to the sword, or worse. This is why many try their luck to escape a hard life by becoming adventurers, you are amongst them, on your way to investigate some strange ... (introduce the mission).
How have you become involved in all this ?