In a diary entry, Chris McCandless gives some insight into his thinking as he embarks on his greatest adventure: the trip to Alaska that leads to his death. He writes,

AND NOW AFTER TWO RAMBLING YEARS COMES THE FINAL AND GREATEST ADVENTURE. THE CLIMACTIC BATTLE TO KILL THE FALSE BEING WITHIN AND VICTORIOUSLY CONCLUDE THE SPIRITUAL REVOLUTION. TEN DAYS AND NIGHTS OF FREIGHT TRAINS AND HITCHHIKING BRING HIM TO THE GREAT WHITE NORTH. NO LONGER TO BE POISONED BY CIVILIZATION HE FLEES, AND WALKS ALONE UPON THE LAND TO BECOME LOST IN THE WILD. ALEXANDER SUPERTRAMP MAY1992

What does McCandless mean by this? He emphasizes the spiritual nature of his quest. He notes he wants to get away from civilization so that it will no longer pollute or poison his soul. He seeks to defeat what he calls the "false being" inside of him in order to win a spiritual battle and feel free of materialism and its allure. He wants to find out if he can make it alone, without the help of other people.

In pursuing these goals, Chris made some choices that may have cost him his life. He didn't want to use civilization as a crutch, so, for example, he didn't take a map that would have shown him how close a supply station was to his bus. He also didn't tell people where he was going. He took supplies, a gun, and a guidebook to native plants, but he was nevertheless overconfident based on his history of surviving less extreme adventures. In the end, he may have met his spiritual goals (he writes that he dies happy), but his physical body did not survive the challenge.

Because the novel is written in third person point of view, the reader can only make assumptions of what McCandless expected to accomplish on his adventure "into the wild".  Through his journal writings and the interviews that Krakauer makes reference to, it is clear that McCandless was or was trying to become a transcendentalist like Henry David Thoreau and Ralph Waldo Emerson, for example.  A transcendentalist looks to transcend himself through nature and to become one with it, using everything that the land has to offer.  In doing this, a person would be able to live a peaceful and spiritual life relying on nothing but himself and nature.  It seems that this is what Chris was after.  If you look at his family history, it is clear that Chris was not happy with his life or his parents and he wanted to break free from the materialistic and self-centered people that he was surrounded by.  This seems to have been what he expected to accomplish.