In chapter 9, Percy learns from Chiron that Hades has probably stolen Zeus's master thunderbolt. It is the symbol of his power and the model from which all other thunderbolts are made. Percy needs to get it back because Zeus thinks that he, Percy, has stolen it, but getting it back requires a trip to the Underworld. At this point in time, Percy can only access the entrance to the Underworld in Los Angeles.
Percy believes at first that he can just hop on a plane and fly to LA, but he is forgetting that he is Poseidon's son. He is reminded as thunder booms that Zeus, Poseidon's bitter enemy, controls the skies. It is not safe for Percy to take a plane. As Chiron says to him:
You would be in Zeus's domain. You would never come down again alive.
Therefore, Percy must travel over land to stay safe.
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