Columbus knew where he was going. And would have died trying to get there, if he hadn't serendipitously run into something else, first.
Quoting from wiki (http://en.wikipedia.org/wiki/Christopher_Columbus):
"Amerigo Vespucci's travel journals, published 1502-4, convinced Martin Waldseemüller that the discovered place was not India, as Columbus always believed, but a new continent"