Doing some writing on my home campaign, realized I have no unmapped areas on my map. That is to say, so far, there is no frontier.
I think adventurers should want a frontier, a vast untamed land full of possibility and mystery.
I'm making two maps now, one says SHOW TO PLAYERS the other says NEVER SHOW TO PLAYERS.
I think it is important for the DM to at least have an idea of what awaits over the next hill, but players should be setting off like Bilbo. They might have a guide, or even a map, but all they really know is that they're going Out There, and they might not come back.