Emerson, Thoreau, and Melville all contributed to and/or were heavily influenced by a literary movement known as Transcendentalism.
Since each Transcendentalist had a slightly different idea what the movement was all about, defining it can be tough at times. The common element to most Transcendentalist work, however, is the belief that human knowledge or wisdom can "transcend" the information we take in with our five senses—that we are capable of tapping into more than just sensory data from the world around us.
In Melville's Moby-Dick, Ishmael says he "take[s] to the ship" in order to fight the depression and melancholy he feels on land. As the story unfolds, we learn that what he's seeking is the one-on-one confrontation with Nature that being on a sailing ship involved in the 1800s, because it allows him to contemplate the meaning of life beyond simply making enough money to afford his next meal or a pair of boots.
In his essay "Nature," Emerson describes the experience of transcending mere sensory input itself when he says he's "standing on the bare ground, my head bathed by the blithe air." This particular passage ends with Emerson's sensation that "Emerson" doesn't exist; by pausing in nature to comprehend things beyond himself, Emerson becomes "a transparent eye-ball" through which God, embodied in the natural world, sees himself.
Likewise, Thoreau urges readers to "be a Columbus in your own mind" as a way to get them to spend time contemplating their own thoughts, instead of whatever sight/sound/smell crosses their path. By doing so, Thoreau asserts, people can connect to a source of deeper meaning and knowledge in their lives (whether they call it "God," the soul, or something else).
In a sense, Ishmael is carrying out Thoreau's advice by taking to the ship. He's going on a physical voyage, but what he really wants is to take the internal voyage that leads to his becoming the "transparent eye-ball" that Emerson describes.