It's not a glaring omission: I'm being deliberately mysterious!
So you've got a cop-out premise and the players have been patient enough with you to give it a try. What do you do now? Keep your eyes and ears open. You need a hook -- something to keep people interested. Keep an ear out for anything that seems to have the players interested, and exploit it for all it's worth. If they're looking for local legends, this is an ideal opportunity to plant seeds for another adventure -- albeit one they won't get to this session because you haven't written anything for it yet.
How do you do that? Well, start with a few vague ideas. Hint at some ancient burial site or ruined temple. Put it at least a day's march from wherever the PCs are. If they need to travel for any length of time, then they need to plan their expedition -- they need equipment, guides, that sort of thing, but no-one said they'd be easy to come by! Milk it. Make the most of every delay; each minute counts.
Have someone try to dissuade the PCs from going on this side-trek. It doesn't matter who tries or how, but the more opposition they face, the more they'll realise they're onto something. Again, start with a vague outline -- the sort of notes you can scribble down while the session is in progress. You can always flesh things out later. While we like to pretend that the game is all about the roleplay and the characterisation, throwing in a fight can create the illusion that progress is being made. After all, fights mean conflict, challenge and experience. Let the PCs theorise wildly about what little they've been able to glean from the survivors. Keep things mysterious. Have survivors refuse to talk, and then, if they're intimidated into submission, make them so terrified of their boss that they daren't reveal any crucial details.
I don't know why he wants you dead! He just told us to kill you, and take it from me, Torgan is not a man you disobey. Not if you like your insides where you are! Whatever it is you've done, you must've really pissed him off…
Flavour of the Month
Many characters in search of adventure try to exploit the rumour mill: after all, people talk about problems that affect everyone, and the merest detail however innocuous could be a vital clue. However, there is one drawback: rumours work both ways. If the PCs start to ask around, then people will notice. A whole new load of rumours may spring up around the new arrivals. A number of peasants might fail to put names to faces and feed some of these rumours back to the PCs. Consider the following scenario:
The PCs arrive in a new city and instantly start inquiring about what's been going on. Aside from a few very vague hints it turns out things have been pretty quiet, mainly because the GM hasn't actually come up with anything for the PCs to do yet. Still, persistent as ever, the PCs continue to ask around, hitting each of the taverns, the temple, the watch house. Eventually, rumours start to circulate about a bunch of overly-inquisitive foreigners. Perhaps they're spies! The PCs learn of these aliens, and find that they've been visiting the taverns, the temple — leaving a pretty visible trail. After much suspicion and awkwardness, maybe even a fight or two, they realise they've been chasing their own tales. Mercifully, the session ends at that juncture and the group reconvenes next week to get on with the usual campaign.
Make the PCs the subject of local gossip. Have people offer to finance the PCs' expedition, hoping for a significant return on their investment. Try and con them into wasting money on equipment they don't need. A media circus is another way for you to waste time, and if you're on form you can create a detailed setting without having to try.
On a related note, a neat trick you can play is to subject the heroes to a hoax. After all, how often are old legends in RPGs proved to be true? Why can't they be misleading, or complete and total fabrications? Mind how you go, though: if the PCs start to realise they're being scammed on a regular basis, the joke will get very old very quickly. Gauge their mood.