The most important benefit to me is that you are forced out of your comfort zone, especially if you travel alone and don't speak the language of whatever country you are in. Suppose you are in a crowded train station in, say Moscow. You don't speak a word of Russian, the signs are not even in the same script you are used to, but you need to figure what track to go to and when the train leaves, and so on. You are forced to make snap decisions and improvise. Do you use hand signals? Who do you ask for directions, and how do you get across your question? This is something you would never encounter if you stayed at home.