Remind Us of the Stakes

Here's an example of this technique: You're trying to free the castle, which has been held hostage by a family of dragons.

You've got to go out and learn to slay other mythical beasts, improving your skills and knowledge until you're ready to assault the bionic flame-throwers themselves.

If, every once in awhile, you get news of the increasingly dire situation within the castle, that reminds you of the stakes and gives the game some Cohesiveness especially if you care about one or more of the characters who are endangered.