According to the Star Wars Wookieepedia:
After the fall of the Empire, Luke founded a new Jedi temple in an attempt to rebuild the Jedi Order. However, he was betrayed by his apprentice and nephew Ben Solo, the man who would become Kylo Ren, who killed the rest of Luke's Padawans and joined the dark side under the mysterious Snoke. Blaming himself, Luke disappeared and withdrew from the galaxy, going on a quest to find the first Jedi Temple. Years later, Luke was found by the Force-sensitive scavenger Rey, who followed a map to him left in fragments with R2-D2 and Lor San Tekka.
The above information is given to us by Han Solo in Episode VII, as can be seen in the following quotes from the Episode VII transcript:
HAN: This map's not complete. It's just a piece. Ever since Luke disappeared, people have been looking for him.
REY: Why'd he leave?
HAN: He was training a new generation of Jedi. One boy, an apprentice turned against him, destroyed it all. Luke felt responsible... He walked away from everything.
FINN: Do you know what happened to him?
HAN: There're a lot of rumors. Stories. The people who knew him the best think he went looking for the first Jedi temple.
REY: The Jedi were real?
HAN: I used to wonder that myself. Thought it was a bunch of mumbo-jumbo -- magical power holding together good, evil, the dark side and the light. 'Crazy thing is, it's true. The Force, the Jedi, all of it. It's all true.