If it's to introduce a person who needs everything to be explained, you should have him be curious, and learn things, and fall flat on his face through not knowing or, worse, misunderstanding so that there is some drama in his learning. Unending strings of success leach the life from a story because there's no danger that he will fail.
Also, big revelations have to be based on what he's looking for. If you throw him into a RPG-based world, and he's all in on discovering his powers, the big revelation has to be things he can do, not why he got drawn into the world. (I suppose a master writer could do it, but there has to be the implication that the character was foolish and wrong-headed not to think about such things.)
And you have to draw the character very carefully to convince me that he's NOT considering such things. Like the motive to draw him through. This can be a mysterious force -- perhaps that mossy stone arch really does have a mind of its own, and as strange as you would expect from a structure of stone -- but it requires real skill to suggest that there really is something there. And if it's done by a character on the main character's level, motives, purposes, and agendas are high in priority. After all, someone who went to the effort is unlikely to leave you alone.