Personally I usually have a pretty solid idea of the end game in mind--maybe not every exact detail, but more or less where the story is going to be heading. It's a lot easier to formulate events leading up to an ending as opposed to just making a chain of scattered, unrelated events. In my opinion, its best to make sure that every event in your story, even the smaller ones, support the main themes of your story--either the direct linear narrative that leads the characters to the climax, or the subplots like character arcs and whatnot.
Nocturne has changed and grown quite a bit plot wise since I started uploading the comic! As I work with the characters and world more, I get more ideas on how to move forward. I definitely started with a skeleton structure compared to what I have now. I think while it's important to have at least some strong foundations in where your story's plot is going, leaving yourself a little room to develop and change the story as you work on your comic and grow stronger as an artist and a storyteller is a luxury that really only webcomic artists get, and we should be taking advantage of it!