I would say that McCandless's goal, especially as it manifested itself in the Alaskan wilderness, was to face life and nature in the most stripped down way possible in order to test himself and learn about himself. He wanted to prove that he could survive on his own, without all the civilized props and aids he felt he had been smothered with all his life.
In this way, he was very much like Thoreau, who simplified his lifestyle as much as possible in order to find out what life really was about in its essentials, so as not to feel, on his deathbed, that he had never truly lived.
Those who criticize Chris as a fool for not going properly equipped into the wilderness miss the point: Chris's primary motive was not to have a "safe" wilderness adventure where he, say, saw as much wildlife or had as much wilderness "experience" as possible but to confront life in a way that wasn't entirely safe and secure—to reject a society based on security—and see how he would do in that situation. He hedged against risks but deliberately didn't eliminate them.
As he lived on his own in Alaska in his final adventure, he read Tolstoy and gained clarity on what gave life meaning, which for him was never material goods. He decided that he wanted to do good in the world, marry, and have a family. It is unfortunate that he did not get a chance to achieve his goals, but from what evidence we have, he died content with how he had lived.