All individuals show behavioural traits that are consistent over time, but differ across individuals, and affect the expression of behaviours in different situations (personality traits). This personality traits have been shown to have consistent ecological and evolutionary consequences thus, studying the variation in personality traits is important. The aim of this thesis was to identify the variation in exploratory behaviour in red knots, understand the origin of this variation, understand how variation in exploration maintained in natural populations, and whether exploration measured in experimental setups could be extrapolated to ecological contexts. We found that experience during ontogeny (i.e., exposure to a certain physical or social environment) can be important for the development of personalities in juvenile red knots. For adults, exploratory behaviour assayed in experimental setups is highly consistent within individuals and can predict other behaviours in different contexts. That is, variation in exploratory personality (i.e., slow vs. fast explorer) predicts foraging tactics and dietary choice in the wild. Exploratory behaviour also relates to variation in movement across different temporal and spatial scales in previously unforeseen ways. Specifically, slow and fast explorers show divergent movement patterns during the day and night and differ in arrival times from migration. This thesis fills a gap in the literature to link an experimentally measured personality trait to real-world behavioural strategies and demonstrates the importance of studying personality across contexts. Understanding the causes, maintenance, and consequences of animal personalities should further our understanding of population responses to environmental change and population dynamics in general.