The hero, John Dunbar and his allies, the Sioux, find that all of the buffalo have been killed by the whites. The Sioux rely on the buffalo for their source of food and other necessities. When the whites killed the buffalo they just left them, untouched, which is extremely disrespectful and wasteful. They're going to work together and try to keep their source of food consistent by finding the buffalo and hunting them.
The Road Back
During the ordeal, which is when John Dunbar helps the Sioux kill the buffalo, a little kid almost dies in the stampede. Dunbar kills the buffalo right before the little kid got hit and the Sioux praise him for it. After that Dunbar is fully immersed into the Sioux and starts following their lifestyle.
After Dunbar learns all of the Sioux ways and their lifestyle he's supposed to go and enlighten the white people with what he learned. His treasure is the language, that he can now speak very well, and their knowledge of the frontier and how to survive there. He also finds love with Stands with a Fist and they get married.
Return with the Elixir
*Scene supposed to be Winter*
The Road Back for Dunbar is eye opening. As he travels back to the whites, not only is he shot at and his horse is killed, he is captured and kept by the whites. They no longer see Dunbar as one of them, but as one of the Native Americans.
When Dunbar is kept hostage the white people, the Native Americans attack the whites in order to get them out of their land and also save Dunbar. This is a moment of complete assurance that our hero is now reborn into the special world.
Dunbar decided to "continue the journey" and leave the Sioux in order to protect them from the white people who are vigorously hunting him down. John Dunbar did this in order to keep his new people from being killed, this is what makes him a hero. He is willing to leave and risk his own life being on his own to keep the rest of the Sioux from dying.