Though there is some linear progression to Fable -- there is, after all, a beginning and an ending -- much of your time spent in the world is on your own terms. At the Hero's Guild, the one place where all heroes receive new quests, we were given the task of rescuing some villagers from a group of bandits. The reward was $1500. Now, in most games that would be that. The trick here is that:
A) There are other heroes in the world also trying to capture fame and glory who could beat you to the punch.
B) The bandits are executing the prisoners one by one, so if you don't find them in time, everyone will be dead and you'll be blamed for not saving them.
C) You can boast about your upcoming quest to earn more cash -- though it will make that quest much harder.