One of the "swear words" of the gaming hobby is "railroading". In a game where any action should be possible, being forced to follow a specific path (a "train track", if you will) can be highly frustrating. Especially when freedom of action is a big selling point for the game and character-based decisions are viewed as just as valid as game-based ones.
I believe the computer game equivalent is called "pixel-bitching" or "pixel-hunting", in which a player has to execute a very specific sequence of events or locate an item in-game that is only a few pixels across and therefore very easy to miss.
A related issue in gaming is "illusionism". Since the GM isn't a computer and can change things to suit his moods, he will sometimes do this to the detriment of the story and the play experience. There are situations where this is valid. For example, the GM may design his story so that the players need some background on the Yip Country and makes Frogman available to provide this information. But one of the players decides that he or his character is repulsed by frogs and doesn't want to deal with Frogman. So the GM decides that Cayke the Cookie Cook is visiting the Emerald City right then and is able to fill them in on what they need.
Sounds like the GM just saved the story, right? In that case, yes. For an example of how this can go wrong, let's consider the classic dilemma of the lady and the tiger. The players are faced with two doors. They know that one of the doors has a prize for them (the lady in the metaphor) while the other has a horrible monster behind it (our tiger). The GM could decide that the lady is behind the door on the left and the tiger is behind the door on the right and let the dust fall where it may. The illusionist GM could decide that whichever door they open, the players will get the lady (because they worked so hard to get to this point in the story, they deserve something good) or the tiger (because they were all a bunch of jerks who didn't chip in for pizza this week, or maybe just because they love a big fight scene against impossible odds).
This really weakens the drama of the story once the players realize that the choice wasn't really theirs to make. They will lose faith in the GM, lose their respect for setting, and overall not enjoy the game all that much anymore.
Now we get to play in the "sandbox". Made popular by "open-world" video games like the Grand Theft Auto series, the "sandbox" RPG encourages the characters to define and pursue their own goals. The "traditional" model states that the plot typically flows from the GM to the players, who respond to events as they see fit. The "sandbox" style of play gives players more freedom to create their own objectives in the game and encourages the GM to give these goals a reasonable chance of happening.
The GM has to be on his toes as well, as players will feel much freer to try things they would not otherwise do. Also, players will be much more interested if the GM puts some of the supporting cast in the way of their goals, giving them a challenge to overcome. It also creates the feeling that the world "lives" in its own way, rather than simply being a place where plot happens.