One bearing it may be hard for some players to get is the game's default assumption that the characters are self-reliant adventurers. That they have mustered out (or even retired) from various services is notably different from games in which it is expected that characters will remain -- for the campaign's duration -- Star Fleet officers or agents of the Rebellion. Traveller characters are rather expected to find themselves in a variety of positions according to swings of fortune and shifting interests.
Characters (and players) should have a drive to explore, to take on challenges because they are challenges, to make their own place in the world. Those lacking that drive may be suitable for other kinds of campaign, but not for the kind of sandbox envisioned.
The "sandbox" is like its namesake rather a toy for improvised play. If players with enough imagination are at a loss to think of anything to do, then the material is not interesting enough.
Remember that, just as D&D was created as a game not of (e.g.) Middle Earth but of fantasy, so Traveller was created as a game of science fiction. Even if you use some "canon" such as the Third Imperium, the galaxy should be big enough to include almost any SF scenario.