They just have to be there and ready. I seem to remember someone releasing such a Bag a few years ago. It contained several mini scenes with which to present your players. If there are aspects to your world you've always wanted to explore, a few character points you want developed, etc. Make your own.
Some people are good at it.
Some people aren't. Either way, maintaining flexibility is key to handling any curve balls that the players throw your way. And improvisation is, surprisingly, something that can also be developed. Just let it go. I guarantee, if you just go with the situation, you're going to encounter heretofore-unknown wells of inspiration inside yourself that you never knew were there.