Why do birds migrate?
The primary reasons for why birds migrate are food availability and nesting locations. There are many other factors that can also play a role in why a bird migrates; too name a few, it includes responses to weather patterns, geography, and day length.
Since you use Canadian Geese as an example, I’ll use North America as the example region. There are over 650 migratory birds in North America and many scientists are studying individual species and learning that different factors have a variety of importance when it comes to migration. Generally birds can be classified into residents (non-migratory), short-distances migrants and long-distance migrants.
Residents are able to find food year-round and there is no need to migrate. Short-distance migrants tend to respond to food and weather. Long-distance migrants are more complex, but it is thought that response to day length and hormonal changes are important influences in their decision to migrate.
Now how do birds know where to go?
The most important factor is genetic predisposition, which can be composed of many variables such as moult, reproduction, and physiology (Liedvogel et. al., 2011). Just because there is a leading Canada goose, doesn’t mean the others don’t know where they are going. They can all have the same genetic factors affecting their decisions. There also can be cases where a young Canada Goose, doesn’t know where he is going, but he joins the V-formation and learns where to go from others in which he can then pass this knowledge on to future generations (I’m just using Canada Goose as an example for birds in general).
Navigation cues can also play a role such as geography, suitable habitat, landmarks, sun position and earth’s magnetic field. Geography can play a role in migration by acting as a barrier or a funnel, in North America, migratory birds can be limited as to where they travel. For example, they will not cross the Rocky Mountains or Atlantic Ocean. Suitable habitat also plays a role, for example North America has a variety of habitats, but to classify them simply there are: deserts, plains/ prairies, deciduous forests, boreal forests and mixed forests. The bird in question will be looking for these locations to nest or spend its winter. Many birds exhibit a step-wise migration where they stop at sites along their route to feed and regain strength and these areas are frequented annually.
As you can see, there are many answers to why a bird migrates which can create even more questions and led to many different explanations. Here's a website with a nice summary and a good starting point to learning about migratory behaviour that could help you understand further.
Liedvogel, M., Åkesson, S., & Bensch, S. (2011). The genetics of migration on the move. Trends in ecology & evolution, 26(11), 561-569.