You know the cliche, it's "all about the journey, not the destination."
What Ralph Waldo Emerson actually wrote was this:
“To finish the moment, to find the journey’s end in every step of the road, to live the greatest number of good hours, is wisdom.”
Not all story heroes venture far from their physical home, but every protagonist worth paying attention to goes on a journey, even when it is internal.
We care about stories because they allow us to experience life vicariously without threat or risk to our present.
As neuroscientist David Eagleman says, "emulation of the future is one of the main businesses intelligent brains invest in." One of the function of storytelling is to articulate pathways for ourselves, our neighbors, our successors. Take this road, don't go that way.
Because most stories have a finite playground, journeys often end where they begin. Like in Coelho's The Alchemist, the hero goes from A to B in search of a treasure he eventually learns was located in point A all along. But he still needed the journey to realize that.
Adventures are often full of fun, danger, and especially, revelations. Each step raises the stakes, and there is often a point of no return, when a character loses something that transforms their original circumstances.
The most important thing to know about the journey is transformation. If you take your audience on an adventure, make sure that by the end of the narrative you craft for them, they experience change.
Change, ultimately, is both the journey and the destination.