Vision-and-language navigation (VLN) is a multimodal task where an agent follows natural language instructions and navigates in visual environments. Multiple setups have been proposed, and researchers apply new model architectures or training techniques to boost navigation performance. However, recent studies witness a slow-down in the performance improvements in both indoor and outdoor VLN tasks, and the agents' inner mechanisms for making navigation decisions remain unclear. To the best of our knowledge, the way the agents perceive the multimodal input is under-studied and clearly needs investigations. In this work, we conduct a series of diagnostic experiments to unveil agents' focus during navigation. Results show that indoor navigation agents refer to both object tokens and direction tokens in the instruction when making decisions. In contrast, outdoor navigation agents heavily rely on direction tokens and have a poor understanding of the object tokens. Furthermore, instead of merely staring at surrounding objects, indoor navigation agents can set their sights on objects further from the current viewpoint. When it comes to vision-and-language alignments, many models claim that they are able to align object tokens with certain visual targets, but we cast doubt on the reliability of such alignments.