story

While the stories that can be told in this world are pretty open-ended, your characters are all members of the same band.  They are probably going to want at least some opportunities to set up and play shows.  There are a few ways this can go:

* Story around new band trying to get gigs and build a reputation
* Story around band that considers itself established doing a tour
* Story around band on a more traditional adventure, but they have opportunities as they go to set up and play

Which way you go is really up to you as a GM.  Do you want the story to be about the music, or do you want an adventure story about musicians?  Both are equally valid, and you know best what mix will provide the most fun for your players.  You probably don't want a dungeon-crawl, since room-by-room battles aren't very conducive to a concert experience, but a quest to thwart some wrong or defeat some grand enemy can provide plenty of room to set up either full concerts, or concerts in ambush.