His main goal is to return to Calypso, a girl he fell in love with on the island of Ogygia, "an island that no man ever found twice (9.61).
Gulp.
Returning to Calypso is particularly important to him because his six other friends are all paired off romantically: Percy & Annabeth, Frank & Hazel, and Piper & Jason are all K-I-S-S- I-N-G. But Leo was told that he "will always be the seventh wheel" (9.60). (Which, according to Shmoop, ain't all that bad—but we don't make the rules.)