It is mentioned in his journal that he dreamed that he and the previous Harbingers before him were denied access to Shor's Hall in Sovegarde, they were then all claimed by Hircine and made hunt for him for eternity, except for him. When it was his turn for his wolf spirit to attack Tsun and be claimed by Hircine, an unknown individual steps in and prevents this from happening. Ever since that dream, Kodlak began to hope he would encounter the said person in actually, and eventually it pays off. When the Dovahkiin requests to join the Companions, he automatically accepts them despite Vilkas's protest, for one thing: The Dragonborn IS the person who saved him in his dream.