Alexander the Great is one of those historical personalities that is shrouded heavily in legend. Regardless, he is one of history's most successful military leaders and conquerors. In his short life (356-323 BCE) he managed to conquer the entire Persian Empire and extend his conquests all the way into India, all within the span of roughly a decade.
There are several factors worth discussing, if you wish to understand what made him so successful as a conqueror. First, you should be aware of the military reforms carried out by his father, Philip, who did most of the work in establishing Macedonia as the hegemonic power in the Greek-speaking world. During his rule, Philip reorganized the Macedonian military, creating the Macedonian Phalanx, which took the form of combat innovated by the Greek hoplites but equipped its soldiers with comparably lighter armor, and armed them with much longer spears. Upon Philip's death, Alexander inherited the military machine his father had created and possessed the tactical ingenuity to use it to its full capability.
In addition, the legends surrounding Alexander show a very domineering force of personality. Consider the story of the Gordian Knot, which, according to legend, was so tightly knotted together as to render it impossible for any person to undo it. According to legend, Alexander hacked at it with his sword. Additionally, one might point towards the siege of Tyre, where Alexander the Great faced the challenge of laying siege to an island just off the coast. Alexander's solution was to build an artificial land bridge so that his army could then cross on foot to attack the city. Alexander had tremendous force of will, as well as an ability to adapt unconventional solutions to critical challenges.
Furthermore, Alexander does deserve his reputation as one of the Classical World's greatest military tacticians. He was adaptive, and has a history of outmaneuvering often far more numerous armies (most famously at Gaugamela).
Finally, I want to note that there was an extraordinary arrogance at the heart of his story. Alexander was the kind of personality that was willing to gamble everything on a military victory (and would be more than willing to eschew the safer, more secure path, if there was a riskier, more ambitious alternative available). He also, according to the stories, had a severe God Complex, believing himself to be the son of Zeus. If that particular story is true, it would certainly be critical in understanding much of his behavior and decision making.