In your typical open world game there are several triggers" (people, signs, etc.) scattered around the world that the player can use to start a plot thread, or "quest" as many would call it. The quest's plot would be advanced by the player's actions. Some quests could have branching, where the player can do different things to do get different outcomes in the quest's plot. Quests may also change the world some way, which may include the availability of other quests.
For your example, you would write several stories, each triggered from a different place in the world. One of these stories is the main story, and the player finds it by following the hint given at the beginning. One other story/quest may be the one that starts the player on the path of becoming the bad guy.