Idea Mine: Tutankhamen's Meteorite
The true story, ferreted out by scientists in 2006, is that the stone is a fragment of meteoric glass from a region of the Sahara peppered with such artifacts. The scientists theorize that the glass was formed by a gigantic fireball, probably caused by a cometary fragment exploding in the atmosphere.
But in your game, the fragment is evidence of a prehistoric civilization, perhaps a fragment of the glass cities of the Atlanteans, destroyed in the cataclysm.
Or maybe desert vitrification is evidence of an ancient high technology war fought on this planet in ancient times.
Or perhaps, the comet was a sentient alien sentient that was hurled to earth as punishment for celestial crimes, and which even now seeks to reunite its scattered parts and accumulate enough power to ascend--a pulp classic tale that must climax with a dangerous PC-led expedition into the deepest Saharah.
Or, in your non-terrestrial fantasy campaign, desert dwelling tribes carefully guard the source of their most valuable trade good, a strange stone which can be crafted into sharpened tools and which possesses magical properties.