EDIT: A little background to the question for people saying scouting (and to clarify why I initially posted). This was my first thought as well, but in reading about Roman history, I’d found out that they were notoriously bad at scouting, as it was something that they felt was below them (and it cost them at Lake Trasimene). Thats when I realized I had no idea how these armies would actually find each other
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You have scouts, and even if you don’t a large group of people marching across the land eating everything in its path is hardly surreptitious and people talk. People can move faster than armies of thousands of people and so the information that the army is on its way ripples out in front of the advancing army in the manner of ripples in advance of a swimming swan.
Normally the armies were marching to attempt to take a city so the opposing army used mounted scouts to find out which of the limited number of paths the other army was using to get to the city and then put their forces in the way, if this failed a siege of the target took place with the other army marching to relive the city.
So, David the Great wants to take out the next country over, SallyLand. So where does David the Great go to invade and take over Sallyland? One answer and that is SallyCity which is the capital city. Control the SallyCity and I control Sallyland.
Now to get from DavidLand to SallyCity there are only 1 or 2 or 3 routes. I want to avoid the mountains, and the rivers. This narrows down the routes to SallyCity. Along the way there are small towns and villages. When I pass by with my 5,000 troops this does not go unnoticed. All the villages send runners to the next village ahead. Word soon gets to SallyCity and they know where their enemy is.
Pretty soon Sally the Magnificient gathers her troops, knows which way I am coming and comes out for battle.
It comes down to geography and terrain.
Terrain and supply lines. Without modern machinery, everything moves by muscle power. It simply isn’t possible to move hundreds or thousands of troops, supplies and arms across steep hills and slopes (don’t be fooled by what a motorized vehicle can carry and climb – muscle power is very limited)
In that sense, it isn’t really possible to disguise where large groups of troops have to march. They follow level terrain where FOOD and WATER is available. (large troops on feet cannot march far in a day, and cannot carry weeks of food/water) Even if horses are available – horses are going to be limited in quantity and most of the support will be carried on carts and backs.
Most battles were actually sieges. An invader gradually ended up outside the city walls with all previous battles leading up to that were running skirmishes.
Spies in foreign courts would usually report hostilities, army composition, method and direction of travel etc then runners would be dispatched to deliver these reports. Finding and hunting down dispatch runners to retain the element of surprise was an important and dirty business.
It was pretty rare that the fate of a nation was decided in the open field of a single battle but rather several battles culminating into a siege.
As stated by others, travel routes were limited and heavily scouted. That’s why the Viking raids were so terrifying to defending states, the Viking longships were so versatile they could navigate deep water or shallow rivers bypassing heavy defences and traditional army routes while delivering large groups of men deep into enemy territory with no warning.
Most major ancient battles were [pitched battles](https://en.wikipedia.org/wiki/Pitched_battle) where both sides had camped out along the battlefield for a couple of days before finally going at it.
A lot of ancient tactics relied on tight formations so fighting your enemy in a dense forest because you just stumbled upon him was a non-starter because while his forces couldn’t mount an effective defense, your forces can’t mount an effective offense either.
The armies would have scouts, often light cavalry ahead of them searching out the enemy army, maybe harassing their flanks or baggage train(which could be 2-3x the size of the army!) and keeping track of where the enemy army was headed. When they found a nice spot for a fight like a valley with a big open field in the middle then the army would set up an encampment (baby fort) on one of the hillsides and the other would come along and set up on the other slope, but if you picked a really unfair terrain place they just wouldn’t set up camp and would keep on moving declining to engage you so if you thought you could beat them you would want to pick even terrain so they’d accept the challenge.
Scouts.
Smoke trails from campfires.
Light from campfires.
It’s quite hard to hide 40000 soldiers and horses.
Often, they didn’t. They bumped into each other. Not the entire armies, of course. It’s not the Hollywood trope of sunrise (bird song) the hero opens his eyes, blinks as he’s blinded by the early sun, only to find an army of 100,000 arrayed in front of him. But their advanced units would bump into each other very much unexpectedly.
What others wrote here is also correct but not all battles were pitched battles or sieges. Even Gettysburg, barely over 150 years ago, was not planned or expected to take place in Gettysburg. The armies were looking for one another but had moved past one another, unknowingly. By the time they met there, the Union was attacking northwards and westwards from the south and the Confederates were attacking southwards and eastwards from the north.
Seasoned commanders like Napoleon had a good hunch about where the enemy might be, based on scouts and spies. But the scouts took a while to deliver messages and during that time everyone, the enemy and Napoleon, was on the move. Changes in the weather, accidents, new information, meant that an enemy marching north yesterday might be marching west tomorrow. Ultimately, the timing and location of the battle caught both sides by surprise, to some extent.
Not to mention spies. They would report on enemy concentrations and general movements. A single messenger, or chain of messengers riding to deliver can outpace a huge troop concentration.
Although referring to a naval engagement a series of coastal torches were lit when the Spanish Armada was spotted off the coast of England.
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