A broad question, admittedly.

I've been thinking about running a game, just a tad different. There would be a main plot(s), but the characters would be free to create their own storylines, or I myself create some hooks for them to follow. 

I'd have no character, but as a general narrator for the story. At times, I'd play certain NPCs. More often than not, however, I'd play 'the world.' Example: Character(s) needs to get into a building, where the only visible entrance is guarded. I would give the player(s) an outline of said building, and make certain suggestions of how to get in. The player(s) think on it, and make their choice/action. I would then narrate the outcome of said action. 

Basically, the player(s) engage the world, and I, as the narrator, make the world react in a realistic way. 

I'm not sure how a lot of other sandbox games playout, as I've only ever had experience with a more linear game. 

Thoughts, Concerns, tips, your experiences, etc? This isn't a question about [i]my[/i] idea, specifically, but using it as an example of the general essence of my question seemed the best course of action. All games can work imo if you and your players are dedicated, but still, we're talking general.