Musa was asked who the most knowledgeable person alive was, and he answered: me. It was not arrogance exactly, he was a messenger of Allah carrying revelation. But Allah corrected him anyway: there is a servant of Mine at the meeting of the two seas who knows something you do not (Bukhari 74). Musa set out immediately, which tells you everything about him.
He found Al-Khidr and asked to follow and learn. The condition: do not question anything I do. Then Al-Khidr sank a poor family's boat, killed a boy, and rebuilt a wall for a town that had refused them food. Musa broke his silence all three times, because any decent person would. At the parting, Al-Khidr explained: a king ahead was seizing every working boat, the boy would have grown to drag his believing parents into ruin, and under the wall lay treasure belonging to two orphans, which would have been looted if it fell now (18:79-82). Every horror was a mercy from a longer view.