Han Solo :This map's not complete. It's just a piece. Ever since Luke disappeared, people have been looking for him.
Rey : Why did he leave?
Han Solo : He was training a new generation of Jedi. There was nobody else left to do it, so he took the burden on himself. Everything was going great, until... one boy, an apprentice, turned against him, destroyed it all. Luke felt responsible. He just walked away from everything.
Finn : Do you know what happened to him?
Han Solo : There were a lot of rumors. Stories. People who knew him best think he went looking for the first Jedi temple.
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From: Star Wars: Episode VII - The Force Awakens