“Explicit” games

The player moves carefully through the undergrowth, but there seem to be no enemies nearby. Suddenly the sky lights up a ghastly green as a bright globule of light pierces the evening sky. A sound like a thousand horses screaming shreds their ears as the object leaves a sickly yellow trail across the stars. Then a distant explosion and flash of light behind a hill and it's over.
Text appears on screen: “Investigate the strange object that has crashed.”
Text appears in the player's list of objectives: “Investigate the strange object that has crashed.”
Icon appears on the player's mini-map which, on mouse over, shows text: “Crashed object”.
Player character says: “Hmm, wonder what that thing was. Maybe I should go check it out.”
Radio message plays: “Go take a look at that crashed object, it might be a new enemy weapon and if not it may be useful for us.”
An NPC the player meets shouts: “Hey, did you see that thing in the sky? It crashed not far from here. Maybe you should take a look.”
Player says: “AAAAAAAAAAAHHHHHHHHHHHH! I KNOW ALREADY!”
For a large group of gamers, part of the joy of playing a game is in the discovery. Discovery of hidden areas and cool stuff. Discovery of the story. Discovery of what they must do to progress. The freedom to explore and to find things out for themselves is the hook.
OK, so as a designer maybe you really, really must have the player go to a specific location at a specific time to progress the game. Are you sure? Fair enough then. But you don't have to indulge in the perhaps somewhat exaggerated version of events at the top of this piece to get the player to comply. Humans by their nature are curious beasts, so make them WANT to go there. Make them feel like they're discovering what to do instead of ticking off a list of predefined actions in order to reach the end game sequence.
For example, in your survival horror game you need the player to go back into a previously visited room to find a hidden doll, only to meet a ghost or some other horror. Yes, you could have the player mutter “Maybe I should go back to the Grandmother's bedroom…” but that's far too deliberate. It gives the player no joy in completing the objective. “Wow, I've made the game continue. Yay me.” Better to have the player find a letter to a family member lamenting Granny's habit of hoarding the kid's dolls. The player then gets to use some basic deductive reasoning. But even better to have the player, whilst walking along the bedroom corridor, suddenly hear the crackling recorded voice of a talking doll. Now they're crapping themselves. They've found the doll by the sounds of it, but it definitely wasn't them who pulled the cord.
In the final example above, the player hasn't been told to go to a certain place, yet by using a single sound asset and perhaps some “tension” music in the background you draw them towards where you need them to go.
Naturally some games require explicit objectives to be given, notably military simulations, and some genres suit this method of delivery. However we should be encouraging the player to engage with our games by inviting them in, not dictating to them. We've been making games for well over 30 years. We should have some grip of the potential of the medium by now.