"Pass me the blue one." said Quinn.
"Are you sure?" asked Elise. "It's just, you were sure about the last two combinations, and that ceiling got closer both times."
"It's a gamble, I agree," replied Quinn, "but whatever's behind this door has got to be worth it."
Elise passed Quinn the blue stone which he placed carefully in the final slot. As the grinding began, Quinn looked to the door while Elise looked up...
"What do you mean the vault is empty?!"
"Just that, sir. It's empty."
"There was a half tonne of gold coins in there! Did you see a cart? Any orcs or ogres? A dragon?! It's not like it just got up and walked away!"
The adventurers hear a noise and turn, only to see a bottle clatter down the street. Shrugging it off, they continue on their way, blissfully unaware of the hulking mass of junk taking shape behind them...
When running a new party, get around the question of plot density by having the first discovery to be a deck of fate, or whatever you call it. If you use a real deck, you should definitely stack it to have the desired outcome, which is to curse the party to attract weird things to happen and involve them. This should not be told to the players at the time, so that they won't just up and try to get themselves 'decursed'. Though quite why they would want to is beyond me.