I'm not sure that when Alexander set out on his military campaigns after he became king of the Macedonians in 336 BCE that he aimed to rule the world. Initially, his reasoning is said to have been a desire to seek further vengeance against the Persians for the injuries that they had inflicted upon the Greeks some 150 years earlier. Alexander also seems to have believed that the Persians had some hand in the assassination of his father Philip. At one point in Plutarch's Life of Alexander, the biographer says that Alexander was motivated by a desire to have his fellow Macedonians become "the masters of the world" (John Dryden translation).
Alexander did, however, hear some prophecies that could have spurred him on to believe that he should rule the world. At the city of Gordium in what is now western Turkey, Alexander solved the mystery of the so-called Gordian knot. According to Plutarch's Life of Alexander, whoever loosed this knot, according to tradition, was destined to rule "the empire of the world" (John Dryden translation).
Another story relates that once, when Alexander had tried to force the Delphic oracle to issue a prophecy on a day when prophecies were forbidden, the priest said to him, "My son ... thou art invincible."
Thus, a combination of factors may have driven Alexander on to pursue his military campaigns as long as he did. He may have been driven by a desire for vengeance against the Persians, a desire to avenge his father's murder, a longing to see his fellow countrymen rule the world, or even various divine predictions that he would, indeed, rule the world.
He wanted to rule the world because he was eager to prove himself. Also, his father, Philip of Macedon, was murdered. After his father was murdered he wanted to avenge his father's death and create a reputation so that he would never be forgotten. Alexander advanced modern civilization greatly in his era, so he propbably had plans on where he wanted the world to be.