Thoreau states that he left the woods because he had satisfied his mind by what he had always considered an experiment and he wanted to try something else.
I left the woods for as good a reason as I went there. Perhaps it seemed to me that I had several more lives to live, and could not spare any more time for that one.
Thoreau seems to have considered himself a student who was always learning new things about the world and about himself. In one of the most famous passages in Walden he writes in his concluding paragraph:
I learned this, at least, by my experiment: that if one advances confidently in the direction of his dreams, and endeavors to live the life which he has imagined, he will meet with a success unexpected in common hours.
Thoreau does not seem to be apologizing for giving up his solitary life in a tiny cabin in the woods. Evidently he never planned to make it a permanent home. He seems to have gotten a great deal of enjoyment out of creating his cabin and growing his own food. He had many talents, and he describes with loving care the details of building his cabin and making it snug by plastering the whole interior. He wanted to see what it would be like to be all alone in the world. He wanted to find out if he could be entirely independent and self-supporting. Thoreau was a man who always wanted to learn by doing, by hands-on experience. Many readers envy his rustic accommodation with his fireplace made out of stones he selected from the ground around his cabin-site or taken right out of the pond. His experiment was not expensive, and he left the cabin to be used by other people. The work he put into building his home and tending his beans was part of a learning experience. Walden is a learning experience for the reader as well.