Norm over at Troll and Flame asks whether new DMs and new players can handle running or playing in a sandbox style campaign. Having never run a sandbox campaign, I can only speculate how a new DM would fare. Being an ultra-planner, I personally would not feel comfortable DM-ing unless I had done quite a lot of the work ahead of time. This may be due in part to the fact that the only systems I've DMed are D&D 3.5 and Mutants and Masterminds, both of which are on the rules-heavy end of the spectrum.
As a player, I feel that little experience is necessary to enjoy a sandbox campaign. For even the greenest tenderfoot, a short briefing by the DM should suffice. Here's an example:
DM: "OK, this is going to be what is called a 'sandbox' style campaign. Now-"
PC1: "Waitaminit! Sandbox? What is that, like, a kiddy campaign with buckets and shovels and such? Should I have brought my He-Man action figures instead of my minis?"
PC2: "Yeah, are we embarking on a dangerous quest to save Princess Barbie from the evil Skeletor?"
DM: "No! It's not like that at all; the term 'sandbox' just means-"
PC3: "We know what a 'sandbox' is, it's a pretty self-explanatory term for a 'box' filled with 'sand'. It's a 'toy' invented to brainwash stupid little kids into believing that manual labor--e.g. digging holes--is actually fun. It was a tool of the forces of conformity to make Johnny a happy worker bee serving for the good of the hive collective. I must say that descriptor doesn't bode well for this game.
DM: "'Manual labor'? 'Brainwashing'? Are you high? Sandboxes had nothing to do with any of that, and besides, none of that is even relevant because 'sandbox', in this context, means that-"
PC4: "I can't believe I let you talk me into this, dude. It's bad enough I decided to let you nerd me up, but now we're actually playing with dollies, too? I could be playing Madden right no-"
DM: "ALL OF YOU SHUT THE HELL UP RIGHT NOW!"
PC1 [blinks in surprise]
PCs 2 and 3 [look at each other to verify that they both heard the outburst]
PC4 [shrugs and sips his Dr. Pepper]
DM: "'Sandbox' has nothing to do with Barbie or Brainwashing or any of that! All it means is that there is no 'right' thing to do in this game, and there is no 'right' path to take. You can do whatever you want to do, however you want to do it, whenever you want to do it. If you hear that the Princess has gone missing in the Desert of Despair, you can buy some camels and go looking for her, or you can forget her and go help the small village being raided by strange anthropomorphic squirrels. Or you can say screw all of them, and just stay in the tavern and drink all day every day. The point is I'm not going to pick one storyline and force you to follow it to the bitter end. If you set off to rescue the Princess, and then decide that all that sand is boring, you can give up and go looking for something else to do. If you go to help the village and find the anthropomorphic squirrels are all 20 feet tall and sneeze flaming chainsaws, you can decide that's a bit too much to handle or you can die heroically in a vain attempt to defeat the much stronger foe. Or, hell, if you want to try to ally with the Anthrosquirrels and use them to help you conquer the Kingdom, you can do that, too.
Not everything you try will work, and knowing you guys, probably most of it won't, but you can try anything you want. There will be consequences for your actions, good and bad, but those consequences will be directly related to and be the result of your actions. Since I'm not going to force anything on you, you guys have to take a little initiative in telling me what you want your characters to do. If you have no idea what you want your character to do, you can try going to a tavern or temple or city guardhouse and ask about the latest gossip. Kidnapped princesses, raided villages and the like always make the juiciest gossip. Alternatively, you could just pick a direction on the map and start heading that way. You'll find something, or Something will find you.
Now... with that out of the way, can we please get on with this?"
PC1: "Cool! Let's go save that princess! She's probably hot; all princesses worth saving are hot."
PC2: "What? No, those squirrels sound wild! I wanna make one my pet! Can I do that?"
PC3: "Simpletons; true roleplaying is the art of becoming one with the character, exploring his hopes and dreams, as well as his dismay and defeats. Obviously the best way to get that started is to delve into the reasons we as a party choose to associate with each other. And the best way to do that is with honest in-character discussions of our deepest fears and strongest motivations. Naturally, such ruminations would occur over many a pint of ale, so to the tavern we go!"
PC4: "...I think I'm going to go into the living room to play Madden."
DM: "Yeah, I think I'm going to go to my bedroom and cry."
All [lame attempts at] kidding aside, a sandbox game shouldn't be too challenging for new players, provided the GM is prepared to give a few nudges now and then when the group begins to wander aimlessly.
One pitfall to avoid as a DM looking to run a sandbox, be careful about introducing adventure hooks that players may feel compelled to follow. If the entire world is menaced by some ancient evil, and the PCs think they may be able to do something about it, they may feel they owe it to their concept of their character to direct their attention to this global threat. They may actually be more interested in, say, going on a sea adventure to explore a lost island, but be unable to justify it given the facts of the game world. If the Elder God is about to have your planet for lunch, you first take care of that, then you go on your little cruise.