Is it ever revealed how the Dark Wanderer (Diablo) knew where his brother Baal was imprisoned? Do you think a Horadrim gave up the secret or he could simply sense it?
If I remember correctly the soulstones were drawing to each other. Diablo could sense were his brothers were imprisoned.
It is true that there was a divine force that drove Diablo to the East, however, one thing that stands out to be is the scene in the Diablo II cinematics when Diablo enters Tal Rasha's tomb to free Baal. Diablo cries out, and Baal returns the call, leading Diablo to his chamber. So perhaps it is not entirely precise.
At the end of Diablo 1, there is an image of your character in a robe and staff. There is scrolling text and a voice reads that there is a calling to the East. Lut Gholein is to the east of Tristam and also where The Wander (your character from the first game) is traveling to. So I would imagine that because the hero of Tristam jammed the soul stone into his forehead, he was then able to feel the pull of the other soul stones and travel to where they were located.