With regard to Paulo Choelho's novel, The Alchemist, my first reaction is that at the end, Santiago must go on in order to fulfill his Personal Legend—as as it is his—and he must do it alone: it is his journey of self-discovery.
Santiago has realized the connection he has to God, and the powerful miracles he can perform because he is one with God. However, he must travel to the Pyramids, which has been his goal all along, because of his dreams.
However, when he arrives, he is attacked and beaten by men who believe he has treasure. When they realize he has nothing, they prepare to depart, but one of his attackers turns to him and he speaks of a recurring dream he had had about going to Spain to find treasure in a churchyard with a large tree...but what a foolish thing that would be—to travel so far over a dream! What irony!
The boy is elated: he had done such a foolish thing...traveling to the Pyramids, and in doing so, the world opened up to him because he took the time to listen, learn, and pay attention to omens, as God was speaking to him.
The last pieces fall into place:
The boy stood up shakily, and looked once more at the Pyramids. They seemed to laugh at him, and he laughed back, his heart bursting with joy.
Because now he know where his treasure was.
Had he not followed the the path before him all along, he would not have realized that to fulfill his Personal Legend, he has to return home to Spain where it all began.