It's funny how Han in TFA told us exactly what happened to Luke but nobody wanted to believe it.

Han : He was training a new generation of Jedi. 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: A lot of rumors. Stories. People that knew him best think he went looking for the first Jedi temple.That's it! We've been told the truth since the first movie of the ST. Maybe Luke thought he would find answers at the starting point of the Jedi religion. And then with whatever answers he found or didn't find, he decided to not come back. via /r/StarWars https://ift.tt/2q7tf7l