The Mormons moved west to escape religious persecution. They moved out west from Ohio, Missouri and Illinois and the west was unsettled and allowed them to freely practice their religious beliefs.
Mormons have always had strong religious beliefs, many of which others do not agree with. They moved out west to start their own society where they wouldn't be persecuted for their beliefs including that of polygamy. The first leader of the new Mormon society was Joseph Smith Jr. and he wanted to restore primitive Christianity to the Mormons who followed him. He translated the "Book of Mormon" into English for his followers and founded the Church of Jesus Christ of Latter-Day Saints.