Coming with an idea for today's post was hard; I actually needed a second cup of tea just to find it. Then, it finally struck me, an idea that just waited there to be explored: What do you do when you come to the session without even the slightest idea about what to do?
1) Ask the players to tell what happened the last session
Sometimes we just don't remember what happened, but usually we do, so why to ask for this rewind? Because the players see a picture of their own, that is quite close and similar to yours but not completely. I care more for certain points, they forget others and they'll tell you these things if you'll just listen.
Asking for this rewind gives them the stage and the limelight they need to tell you just that. They'll tell you what they like and what you didn't, if you know how to read between the lines, they'll tell what they want to see more and what not... All of these things will give you heavy doses of inspiration for the session.
2) Let the players run it without knowing it
Using "yes, and" responses, let your players build the "platform" for you. This will give you both a place and a few NPCs and also a routine that you can break. "When we last left you, you were in a bar. What do you do? -Is there a barmaid there? -Yes, and he's showing you his hand waiting for the money for your drinks. -Are there other people who sit in the bar? -Yes, and they have empty glasses and torn clothes..."
From here, it's easy to get a conflict inserted: "The barmaid refuses to get your money, but receives those poor people's money with a cynical smile"; "The poor people draw their swords and they look at you with anger, 'you should have invited us for beer when you had the chance'", and so on...
3) Bring 2 cultists with a gun
You didn't expect me to leave it behind, did you? It doesn't have to be cultists, or a gun (it can be 2, for example, one each...), etc. It can, and should be, a little bit more interesting: "Your sister enters with a gun pointed at you", "Your husband enters with a gun pointed at you" and so on...
4) Someone has been murdered
Another classic. Murdered people are always a way to bump up the excitement and it gives the players something to chew while you think of something cleverer. It can also be used to dramatic effect: The NPC the players wanted to meet was murdered 3 days before they've arrived to her castle; the villain the characters wanted to bring to justice committed a suicide moments before the characters got him...
5) Take inspiration from the last show that you've seen on TV
TV series is just like a campaign in so many ways, that taking a plot from a TV series is a sure way to get something that is appropriate to a campaign (well, almost a sure way...). Because it's the last thing that you've watched, it's the easiest one to apply to the game- it's fresh and new, after all...
If you've watched an episode of Buffy with Adam there, you've got a monster to unleash at the party. If you've watched an episode of Seinfeld, you've got a situation you can apply, and a few NPCs (you can get some NPCs from Buffy also, but they are usually already there, disguised as PCs...).
You can get this inspiration from a movie also, but it will be less appropriate usually to a campaign (and it is also quite longer than a single TV episode...).
And that's it. How about you? What do you when you come to a session without any idea?