Arjuna is a soldier and accustomed to following orders, not contemplating and thinking. Hence he appeals to Krsna for precise instructions on what to do.
He makes it clear that he wants to attain sreya, not indulge in preya. There are two broad motivations among humans – sreya, the path of the good and preya, the path of the pleasant. Most people are content to merely follow sense indulgence and opt for instant pleasure. A few wise ones steer clear of immediate gratification and choose the higher path which leads them to ultimate happiness. Arjuna wants the higher. He wants to work for the welfare of the people and asks Krsna for that one path that will lead to the highest goal of Self Realisation.