According to the note posted outside the bus, which was discovered by the group of people who found Christopher McCandless's body, McCandless had come to the realization that he had lived a good life.  In addition, he signed the note with his real name, Christopher J. McCandless, so it is reasonable to assume that he felt he had made peace with his intensely negative feelings toward his family and come to accept himself as who he was.  For at least the last several years, he seems to have blamed his parents and society for his unhappiness and felt that he deserved something more.  In the end, he knew that his life had been good, and that being himself was not a bad thing, even considering his problems.