What does John 14:4 mean?

It's no accident that Jesus indicates the disciples know "the way to" their destination, rather than the destination itself. In the prior verse, He specifically said He would be the one to return and bring them to a prepared place (John 14:3). This idea contrasts what Christ said to His critics: that they would not find Him (John 7:32–34). Those who reject Christ cannot expect to be where He is going (John 8:21).

The natural desire of human beings is to know everything—or at least the end results—before we commit. Following instructions without knowing the exact ends takes trust. Jesus is not telling the disciples to look at some goal, and work to achieve it. Rather, He's telling them they know "how" to get where they want to be, which is enough. Thomas will express confusion in the next verse, asking Jesus how it's possible to know "the way" if they don't even know where they're going.