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Simply: the door was opened and one was left to his own devices to navigate what he found on the other side. Win, lose: mostly (if not all) on you.
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And for a handful of Daniel Boone/Jim Bridger types that worked. Sure some were going for gold or adventure, and some like the Mormons and slaves were running away from things. But most weren't looking for fame or fortune, thriving would be great but surviving was the priority which meant land to grow food for themselves and their livestock.
When Jebediah got sick of growing rocks in New England, got off the boat with 27 cents in his pocket, or pissed off the town folk enough, he didn't run off to the great wide open. He remembered Mom telling the children to keep your pants up, skirts down, and go out west in a group.
So Jeb looks around for birds of a feather to flock out west together. Birds of the same roots, language, religion, occupation, the more the better. They were successful because they pooled their efforts for help and protection. They knew they had to build communities complete with a store, school, and church in order to convince women it was civilized enough to come west.
So the rugged individualist conquering the wilderness is misleading, everything was accomplished by groups large and small.