Let’s go to the clues in the show, shall we?
In the first episode Arrival, the Prisoner (I will call him the Prisoner because that is what his character is named in the scripts) is told by the New Number Two that “I believe you, that it was a matter of conscience.”
So what does that mean? I refer you to this link and suggest you consider the implications of the content there (and think of the many religious subtexts throughout the series): http://acharlie.tripod.co
Did the Prisoner realize that he was living a life that contradicted his beliefs? If so, then that is a reason to change – to resign, as it were.
Then we have the penultimate episode “Once Upon a Time” where the Prisoner answers the question directly: “Because too many people know too much.” Enigmatic, of course, but think about it. Governments use spies to spy on people, to know things about them. The Prisoner was a human camera, spying on other people just like the hidden cameras spy on people that are in The Village.
People knew too much. He saw the Village in the making, and he saw he as a spy was having an active hand in it’s creation.
Prisoner: “The whole world, as the Village?”
Number Two “That is my hope.”
-The Chimes of Big Ben
So he resigned, and was, ironically, trapped in a world of surveillance, wiretapping, interrogation, and control – The Village. Where too many people know too much.
A world he wanted to destroy because he, directly or indirectly, had helped create it – and this (guilt?) caused him to resign.
The ending of the show is the beginning – it shows Prisoner in the same car, the same shot as the beginning of the first episode, the shot of him in his car driving towards… Where? Why, to resign, of course.
Again. Forever.