Answer: To learn about the characters being introduced, and observe the setting and background information that sets the story in motion.
Explanation: The exposition is a literary device which purpose is to introduce background information such as characters, events, and the setting. Without exposition, the story has nothing to fall on and wouldn't make sense otherwise.
It is our job as the reader to learn about the exposition of the story because it helps us learn about the story, the motives of the characters, or where the story might be leading to.