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Thoreau identifies his location, Walden Pond, as being a) a pond (surprise surprise) and b) a mile-and-a-half from Concord. It may be within walking distance of civilization, but to him it's an unexplored corner of the universe.
He explains that he chose this place because he "wished to live deliberately," to simplify everything in his life to the barest of necessities so that he could really live.
Nowadays, the world moves too quickly; he wants to slow down and really enjoy life.
To understand what is wonderful and sublime about life, you don't have to go off into distant corners of the earth. The sublime is right here, right now, in the everyday. Whoa.
Newspapers never tell us anything new, according to Thoreau. He wants to dig "through the mud and slush of opinion, and prejudice, and tradition, and delusion, and appearance" and get to reality. Journalist, indeed.