Thoreau omitted the subtitle of Walden, or Life in the Woods in its subsequent publications because he feared his readers would take it too literally. Though he was enthralled by the nature around him, Thoreau also went to the woods to consider himself. In his final chapter, he urges his reader, who may not be able to voyage to Africa or India, to instead explore within himself. He believes that there are uncharted depths within such as will continue to surprise and occupy anyone who explores within, but he perceives that such self-exploration is rare. He uses his own experience at Walden as an example for his reader and urges not social change but change on the level of the individual.
The Transcendentalist conception of nature as the embodiment of the divine

A follower of the Concord school of Transcendentalism and a good friend of Ralph Waldo Emerson, Thoreau expressed and clarified his own personal understanding of Transcendentalism in Walden. For him, the divine is most sublimely expressed in nature. He draws upon various Christian conceptions of the divine, as well as those from Eastern religions with which he is familiar, and recontextualizes them to create new meaning. For him, the role of God as creator of all of nature is most inspirational, and through this understanding, he expresses the Transcendentalist belief in existence of a spark of divinity in all men.

(9)The state as unjust and corrupt controller of men's thoughts and actions

In sentiments that would be more fully expressed in his essay "Civil Disobedience," Thoreau recounts in Walden the story of his imprisonment in jail for not paying taxes to a government that supports slavery. Elsewhere in the book, as when aids a fugitive slave on his journey to Canada, Thoreau demonstrates his opposition to slavery and disgust with the Fugitive Slave Law. He sees the state and its institutions as corrupt and insidious controllers of men, even when they try to escape it, as he does by living in the woods. On a more basic level, he sees the gossip of townspeople and the constant, artificial interactions demanded by village life as distracting from concentration on the true essentials of life.

III. Thoreau and his Nature Views
1. Transcendentalism and transcendentalist
Transcendentalism is a religious and philosophical movement that developed during the late 1820s and '30s[1] in the Eastern region of the United States as a protest against the general state of spirituality and, in particular, the state of intellectualism at Harvard University and the doctrine of the Unitarian church as taught at Harvard Divinity School.

Among the transcendentalists' core beliefs was the inherent goodness of both people and nature. They believe that society and its institutions—particularly organized religion and political parties—ultimately corrupt the purity of the individual. They have faith that people are at their best when truly "self-reliant" and independent. It is only from such real individuals that true community could be formed. Ralph Waldo Emerson and Henry David Thoreau are the two pioneers in this transcendentalism movement.
2. Important events on the formation of Thoreau’s nature views
When Thoreau was sixteen, he entered Harvard College, where he was known as a serious though unconventional scholar. Henry's older siblings, Helen and John, Jr., were both schoolteachers. When it was decided that their brother should go to Harvard, as had his grandfather before him, they contributed from their teaching salaries to help pay his expenses. While at college, Thoreau studied Latin and Greek grammar and composition, and took classes in a wide variety of subjects, including mathematics, English, history, philosophy, and four different modern languages. During his Harvard years he was exposed to the writings of Ralph Waldo Emerson, who later became his chief mentor and friend.

Thoreau came to consider that he needed time and space to apply himself as a writer and on July 4, 1845, he moved into a small self-built house in a second-growth forest around the shores of Walden Pond. He stayed there for two years, two months and two days, sometimes traveling into Concord for supplies and eating with his family about once a week. Friends and family also visited him at his cabin, where he spent nearly every night. While at Walden, Thoreau did an incredible amount of reading and writing, and also spent much time sauntering in nature.