"If you start with a real personality, a real character, then something is bound to happen; and you don't have to know what before you begin. In fact, it may be better if you don't know what before you begin. You ought to be able to discover something from your stories. If you don't, probably nobody else will."
I read this quote today and loved it. Sometimes as a story-starter, I write a story from the point-of-view of someone who completely opposes my perspective on the world... I never know if I'll find my way back to my perspective or end up "agreeing" with them.
It's a little bizarre not to know where we're going when we sit down at the keyboard, but the discovery's half the fun.