It happens on occasion to the best of us. One session ends at a solid closing, but doesn't leave enough time to transition into the next thing. You're going into the next session without a guide. Sure, the players have goals, but which goal are they going to pursue next? Yes, there are things going on in the world, but what is going to happen close enough for the PCs to do something about it and which is going to actually draw their attention? It's a weird gray area. A limbo if you will. You can't prepare too far in any direction, because simply put you don't know which direction the PCs are going to go.
For some reason it is a situation I find myself in fairly frequently, or so it feels. As such, I've developed a couple steps to help when that happens.
Tip 1: Ask the Players What They Want To Do Next
The easiest, and best, place to start is with your players. Talk to them between sessions and ask them what they'd like to do or get up to. Odds are your players have some idea of what they'd like to do. Those answers may not be reasonable, but they definitely give you an idea. Query the group individually, figure out what is plausible or likely, and sketch out some ideas for things that could come up tied to those goals.
Tip 2: Three Random Things That Develop The World Or Theme
The second easiest place to go is to your world and theme. Look at it, and figure out three things that are in the world but have not been established or reinforced in the world of late that you feel is important. This can be small things like a wizard researching spells, more major like a war between two kingdoms, or anything in between.
The idea here isn't to fully develop the thing, but loosely sketch out three things enough you can pick them up and run with it. These give you something to have happen in the game in the event the PCs don't go in a solid direction. They're things you can bring up or have happen. As an example of what I'm talking about, in one of my games recently I had an airship flying over a town near where the PCs were. It established that airships are in the world, introduced some NPCs from a neighboring kingdom, established one of my themes that this is a world of magic, and gave the PCs some stuff to interact and gawk at during an otherwise slow part of the session. All I really had in my notes was some stuff about the captain - which I tied to a PC's backstory - that it was an airship, and that it was on a treasure hunt. The PCs ended the session signing on to go with the ship and look for treasure.
Tip 3: Encounters & Combat
There is a tip in writing that if you don't know what to do with your story you should have someone kick in the door and start a fight. This can work in games as well. Starting a random encounter and bringing things into a fight can be the impetus needed to get everyone thinking and needing to move.
Tip 4: Start A New Plot That Will Come Looking For The PCs
Finally, you can always plan to start a brand new plot, one that won't wait for the PCs to come and get it. This can be a good way to do personal plots as aspects of a PC's backstory come looking for them. Or it can also be a good way to have an old enemy return, or the consequences of the PCs' actions come back to haunt them. Nothing says you have to be reactionary to the PCs all the time, and a villain taking the initiative can also make them stand out while also making it more personal. It's funny how often players don't like a group of characters wandering in to mess with their plans.