An integral part of any Pokémon game is its sense of adventure and seeing wondrous things. Visiting towns and cities with your Pokémon and speaking to residents to hear many of the entertaining, informative (and quirky) things that they have to say; are just one element of the many that make up exploration.
The Pokémon world is made up of three primary types of locations. Within towns and cities , there are few trainer battles, except in specially designated areas such as Pokémon Gyms (where there are many). In these places you can buy and sell items, heal your Pokémon and talk to other people, sometimes getting some very cool items!
Routes are the primary areas of wilderness that connect towns. They almost always feature many trainers that are itching to battle. They also contain grass (or dark sand or another equivalent depending on the climate of the route) which can be moved through to find wild Pokémon to catch
The final area type is special wilderness locations . These generally don't connect cities, but instead branch off from other areas of all kinds. They also feature wild Pokémon and trainers and quite often need to explored to advance the plot and tend to have a more interesting 'theme' to them than what Routes do.
Exploring the Pokémon world is all about imagination and losing yourself in a bit of a child-like fashion. It's about the sense of realism and the feeling that the world is very much alive and not just a computer-generated entity.