The reason for this journey is that after the defeat of Egypt and the destruction of the Egyptians, Allah ordered Musa عليه السلام to remind his people of this blessing. So, he stood up and gave them an eloquent sermon, because of which hearts were softened and eyes shed tears. Then, they asked him, “Who is the most knowledgeable of mankind?”

He replied, “I am.”
And in another narration, they asked, “Do you know anyone more knowledgeable than yourself?”

He said, “No.”
So, Allah gently corrected him, because he did not refer the knowledge back to Allah (Honoured and Majestic is He). So, Allah revealed to him, “I have a servant who is more knowledgeable than you. He is at the junction of the two seas.”

That servant is Khidr عليه السلام. He was living before Musa عليه السلام, and was living at the time that Dhul Qarnayn set out on his journey. And he remained living up until the time of Musa عليه السلام.

Ibn ‘Abbas رضي الله عنه has said:
“Musa عليه السلام asked his Lord, ‘Which of Your slaves is more beloved to you?’
“Allah replied, ‘He who remembers Me and does not forget Me.’
“Musa عليه السلام said, ‘Which of Your slaves is more judicious?’
“Allah replied, ‘He who judges by the truth and does not follow his desires.’
“Musa عليه السلام said, ‘Which of Your slaves is more knowledgeable?’
“Allah said, ‘He who learns knowledge from others, adding to his own knowledge. Perhaps he will receive a word that either guides or wards off from him destruction.’
Musa عليه السلام said, ‘My Lord! If there is anyone among Your slaves who is more knowledgeable than me, indicate him to me.’
“Allah replied, ‘Khidr is more knowledgeable than you.’
“Musa عليه السلام said, ‘Where should I seek him out?’
“Allah replied, ‘On the ocean shore near to a large rock.’
“Musa عليه السلام said, ‘My Lord! How can I recognize him?’
“Allah said, ‘Take a fish with you in a basket. Where you miss it, you will find him.’
“So, Musa عليه السلام took a roasted fish and placed it in his basket. Then, he said to his servant, “When you miss this fish, inform me.” So, they set out walking until they met Khidr.
So the reason why Musa عليه السلام set out on this journey was to search for Khidr, a man of great knowledge.