This is an interesting question, as the text itself is rather nebulous and unclear when it comes to trying to work out where it begins and ends. The use of flashbacks and the omission of transitional passages makes it very difficult to determine. However, the two main views about this text are as follows.
Firstly, some critics argue that after the death of his grandmother, the narrator first goes to her home in Oklahoma, which is near Rainy Mountain, a site of vital importance in the history of his Kiowa ancestors. From there, having evoked the birth of his grandmother, he retraces an earlier journey his ancestors made from northern lands to Oklahoma, where the narrator ends up at the end of this piece for the second time.
Other critics believe that the narrative is actually based on one single pilgrimage by the narrator, and that he does not reach his grandmother's home until he has retraced the footsteps of his ancestors.
The uncertainty surrounding this issue actually leads us to believe that specific questions regarding why and where are not the focus of this tremendous narrative. Momaday's reflections on natural wonders and his memories of his grandmother are the focus of this piece, and we understand that this is not a precise narrative of a geographical journey, but rather a journey back into the mists of time.