I'll reiterate what others have said: If I don't have anything prepared and don't feel like I can wing it, I'll just tell the players what's up. We're all here to collaborate and have a good time, so that conversation is a part of it. Maybe we get back to it after a short break, maybe the next session.

As for railroading or not in a broad sense, it depends. Both can be a ton of fun. The important part is just that everyone's on the same page: a DM who wants to run a railroad and players who will go along with the plot; or the DM wants to run a sandbox and the players want to forge their own path. I like both, so it's just a matter of clear communication.

On a tangent, I think players taking initiative is generally a good sign. It means the DM is providing hooks (intentionally or not), and the players are being proactive and invested.

Traveller Discord?

As the others have said, I just straight talk with my players. I don't mind if they take a different direction and I honestly enjoy when they take the initiative to do what they want. I don't try to force them back onto the railroad track, but I will save bits of whatever they would have encountered for later (especially if I've already prepped it!).

If, however, they are taking that exit because I gave them the wrong directions, I will try to get them back on track. I don't consider this railroading, but nudging them in a direction. My players are willing participants in the adventure, but they don't always pick up subtle clues. If they need some more-obvious direction, I try my best to do that without taking away their freedom of choice.

If the players want to do something I don't feel ready to do (either because it's not prepped or I don't feel up to winging it), I'll tell them.

"That's cool you want to go to so-and-so, but I haven't given it any thought. We can end early, or I can try to improv it with no quality guarantee"

There are some kinds of planning I don't do, like making specific maps and stat blocks, so some kinds of "going off script" don't hinder me much.

Sometimes I'll ask the players for input. "Ok, what sort of rites happen at this midnight ritual [that we just made up] that you decided to crash?". I don't really like the player mode where they just want to sit back and be told a story, nor do I much like the mode where they're super zoomed in on their character without engaging with any other level. I've had players like that, where they want to really immerse in their character and feel like answering setting details takes them out of it, but that's not really how I like it.

A bit of preface. The games I run, the games I play in and the groups I enjoy all are very open with discussing meta. From story beats to encounter critiques and where we the players want to see the game go.

what do you do when the players go off-script?

We are honest and appreciate the time the GMs put into running the games. Several times either I or another GM have stated "that direction is not prepared" and the group have a chat from there. Perhaps calling it early or we zoom in on character daily life (or their projects). The amount of times a "forgotten" villain have reappeared for revenge in these situation is kinda high.

on railroading

Why play a game about characters, their decisions and their reaction to adversary when their decisions won't matter? When the roads they travel all lead to Rome? This is very much also something that is part of the game's setup. How directed the game will be. A wide open sandbox will strain much more against being directed than a more tightly focused narrative. Heck, I don't actually mind being directed in a game with a focused narrative or having the GM drawing the game back to it's story.

It's a complex topic where advice will differ depending on the specifics of each game.