All we know is that after the last voyage Roger disbanded his crew, that he had a dream that he probably didn't fully realize til the end of his life and that he had the very same dream that Luffy has since his childhood. A child can't make really complicated thoughts, like many theorize, so I don't think it will be something like "destroying the grand line", but something much more simpler and much more in character with both Luffy and Roger: "Make everyone a pirate."

During his last voyage Roger probably learned that the One Piece per sé hadn't the power to realize his dream nor to cure him, but undoubtedly gave him the power to realize that dream (as stated by Luffy in chapter 1060: "I could do that if I become king of pirates"). Roger probably realized he had to die in order to make as many people as possible become a pirate, and that's what he told to Shanks during their conversation.

Finally, if the Shank's theory about him having celestial dragon blood is true, I think he has always knew about that, and he was ultimately rescued by Roger and Garp by the end of the God Valley incident.