There’s a very simple way to make your OSR solo rpg session have more of an exciting, engaging, overarching narrative that goes beyond the standard dungeon crawl.

1. Start with some kind of Quest that is bigger than just delving in a dungeon to kill monsters and get their treasure.
   
2. Have some kind of overarching villain who either reappears or you’re fighting his/her minions who might be significant villains in themselves.

So your first quest might be rescuing someone from the dungeon. You might:
Encounter the villain but manage to escape.
Overhear the villain but avoid them because they’re too powerful for you.
See the villain doing something evil.
etc. etc.

Remember that you can add backstory as you go so the villain may have:
Killed one of your family or friends
Destroyed your home
Spread disease through the crops in the countryside where you live
Pillaged all the livestock on your farm and your neighbors’ farms
etc. etc.

These things can happen during your adventure too.

You might go into a dungeon to rescue a friend or family member but when you get there the villain kills them in front of you.

These are all things you can make up on the fly easily enough once you get your head around the idea that you want a repeating villain who gets more evil and more powerful as your campaign continues.

Here’s a Quest generator that you can tweak to your world and use or you could make your own. Tweaking the Villains and Minions is usually enough to make the generator work for most worlds…

Here’s a free pdf of the Quest Generator…
http://epicempires.org/Quest-Generator.pdf

It’s good to have a short list of:
Your player character’s current goals
The goals of any other NPCs in your party
Significant NPCs you’ve encountered who are still alive
Significant Monsters or Foes you’ve encountered that are still alive

These don’t need to be long. 1-4 of each is usually plenty. You write them down and adjust them as you play.

Then when you have a random event you can roll to see if any of these themes are involved in the event.

Here is a free pdf of the d10 Roll Under One Page Solo rules…
http://epicempires.org/d10-Roll-Under-One-Page-Solo.pdf

The villain turning up in unexpected places can be great fun. You’re in town, you roll a random event and you get:
Previous monster/foe
Tied to PC weakness/backstory
Cheat, Penalty

eg. The villain pillaged the livestock on your farm and when you’re in town you discover he’s just become mayor of the town and he’s promising to keep the nearby farms safe from ‘whoever is stealing the livestock.’ And he immediately introduces a tax you have to pay called a ‘Protection Tax’.

He has a significant band of rogues and cutthroats collecting for him and you either pay or die.

To make your villain seem even more real and menacing you can use ‘machinations’, things that the villain does even when your character isn’t around. On page 10 of the product Machinations: How To Make Your Fantasy RPG World Come Alive there is a table you can roll on once every 2-4 sessions to see how your arch villain is moving forward their evil plans.

You can get the Machinations product at DriveThruRPG. It’s Pay What You Want so you can download it free if you choose to or give me a huge tip. I’m good with either…
https://www.drivethrurpg.com/en/product/443754/machinations-how-to-make-your-fantasy-rpg-world-come-alive

This kind of thing helps you break out of that direct linear approach to an adventure of go in the dungeon, get the loot, go back to town.

You want villains that you can’t kill immediately so you can build a bit of a slow burn while you take on smaller quests that you can complete.

Then when you finally use your resourcefulness and creativity to give the villain what he deserves, you’ll get a greater feeling of accomplishment.

It all starts with those two simple things:
1. A Quest
2. A major villain who reenters your adventure in different ways over and over.

You can still do your dungeon delving. Just add those two things to add another dimension of narrative.

And remember when you’re playing solo, if you’re having fun then you’re doing it right!