Found an excellent example / explanation on BGG by Daniel Courtemanche:
The following is an excellent answer on set-up, from another thread. It is a hypothetical set-up, so nothing is too spoiled as far as I can tell:
There are 5 house layouts. This determines the location of each tile/room in the house.
Each of the 5 'scenarios' then has 3-4 questions for the Keeper.
The FIRST question determines which main 'plot' is happening in the house. There are 3 plots per house layout, which means there are really 15 stories in the box as it ships.
For example (making these up), the layouts might be of an outdoor area between two houses and the questions are:
1) "What is the goal of the mad scientist who owns this house?"
A - Study a Mi-Go
B - Experiment on the investigators in order to make a super being.
C - Burn down both houses.
So that is the main plotline and will determine where the 'final showdown' is and what the actual objective is.
Then there are 2-3 other intermediate questions like:
2) Where is the safe that is opened by the crystal key?
A: The Master Bedroom
B: The HVAC room
3) Aunt Mary's hobby was:
Each of THOSE questions will then form the path that the investigators will have to follow. In the example above they might get an initial hint along the lines of:
"You rememember that Aunt Mary liked to knit." which would mean you go to the first house with the 'SEWING ROOM'
"You have fond memories of Aunt Mary's prize Rutabegas." which would mean you need to go to the GARDEN SHED out behind the second house.
Each middle question is independant, but together will formulate the path the investigators need to follow. In this horribly contrived example, the Crystal Key will be in the location associated with Aunt Mary's hobby, and the safe it opens will be in either the HVAC ROOM or in the MASTER BEDROOM. Going to either of the second locations first won't save any time (indeed it will only waste it) because you need physical possession of the crystal key to open the safe. You'd then find the revelation of the evil plot in the safe and then have to go handle business.
If you are the investigators and have been in this house layout before, then you (the players) would know that the first clue is going to take you to either the GARDEN SHED or the SEWING ROOM, and won't know anything about the final objective based on that knowledge. You could send people ahead to the HVAC ROOM and the MASTER BEDROOM knowing the second room pair (again, as the players), but it will split the party and mean the Keeper can spend threat to harass you or get you stuck or otherwise keep you separated so when the final objective is revealed you aren't able to be helpful. Plus, there will inevitably be a 'LOCK' of some sort in the HVAC/BEDROOM location what requires the key, which you won't have until you retreive it from the GARDEN SHED/BEDROOM.
All of this 'Scooby Doo running around through doors' is just to give a forward path for the investigators to follow while the Keeper is doing two simultaneous things:
1) Wearing down the party before the final encounter
2) Preparing for the actual endgame scenario which isn't revealed until you have gotten the last clue.
If the Keeper is trying to study a Mi-Go then their objective may be 'Summon a Mi-Go in the Summoning Circle and then move it to the Laboratory, which then spends 3 time there in order to win.
If the Keeper is trying to burn down both houses, then they will be spreading fires with half-crazed axe wielding arsonists.
If the Keeper is trying to expriment on the investigators, maybe cultists are stealing samples and taking them to the Summoning Circle.
The Keeper may set fires that set the investigators back even if the goal isn't to burn the two houses
The Keeper may summon a Mi-Go even if the goal isn't to study it
The Keeper may have cultists take samples even if that's not the goal so that the investigators chase them the wrong direction.
So the investigators are kept in the dark about their real goal, working together to find out the real victory condition as quickly as possible while trying to fend off being broken mentally and physically so they have enough strength before the final battle.