From seeing the incredible feats that Jesus did, the people saw Jesus as Prophet. In their eyes, they wanted Jesus as King of the Jews (likely how they interpreted "Prophet"), but Jesus's focus is on God and not typical kingship. Thus, he went to the mountain alone.
Meanwhile, the disciples travelled via boat to Capernaum around nighttime, but with some windy conditions. However, while boating, the disciples saw Jesus walking on water -- and the disciples became afraid (6:19)! The disciples were likely afraid because of weather conditions and Jesus's sudden appearance.
But in spite of the scenarios and unexpected encounters, Jesus reminds the disciples to not be afraid of him (6:20). Jesus's actions may seem to be like throwing a curveball, but because of Jesus's experience with big feats, we too should not have to be afraid of Jesus. In fact, the fact that Jesus has experience with big feats gives us a reason to embrace him, even in the weirdest times.
Eventually, the disciples received Jesus, and by the time Jesus was on the boat, they were immediately (at once) at shore (6:21).