What is Thoreau's main argument for why he went into the woods in Walden?

Knowing that Thoreau is a Transcendentalist
helps a lot in understanding why he chooses to go out into the woods. Nature is supremely
important to the Transcendentalists because they believe there is knowledge available that
transcends what a person can acquire through classroom learning. That transcendent knowledge can
be gained through a person's inherent connection to nature. The thinking is that because nature
is a part of God, and people are a part of nature, God must be a part of every individual as
well. By going out into the woods, Thoreau is trying to better experience and learn about God.
To a Transcendentalist, busy and complex cities and societies simply get in the way of the
natural and spiritual connections that can be found in nature.

Thoreau
explains his intentions quite beautifully at one point.

I
went to the woods because I wished to live deliberately, to front only the essential facts of
life, and see if I could not learn what it had to teach, and not, when I came to die, discover
that I had not lived.

In Thoreaus opinion, there is no
other place for him to go other than nature in order to learn about what is essential living. He
further clarifies his intentions about living deliberately by explaining that he wants to
live deep and suck out all the marrow of life. In other words, he wants to live life to the
fullest before he dies. Its quite similar to todays culture giving the reason of you only live
once for doing something risky and spontaneous.