Embodied scene understanding requires not only comprehending visual-spatial information that has been observed but also determining where to explore next in the 3D physical world. Existing 3D Vision-Language (3D-VL) models primarily focus on grounding objects in static observations from 3D reconstruction, such as meshes and point clouds, but lack the ability to actively perceive and explore their environment. To address this limitation, we introduce \underline{\textbf{M}}ove \underline{\textbf{t}}o \underline{\textbf{U}}nderstand (\textbf{MTU3D}), a unified framework that integrates active perception with \underline{\textbf{3D}} vision-language learning, enabling embodied agents to effectively explore and understand their environment. This is achieved by three key innovations 1) Online query-based representation learning, enabling direct spatial memory construction from RGB-D frames, eliminating the need for explicit 3D reconstruction. 2) A unified objective for grounding and exploration that represents unexplored locations as frontier queries and jointly optimizes object grounding and frontier selection. 3) End-to-end trajectory learning that combines \textbf{V}ision-\textbf{L}anguage-\textbf{E}xploration pre-training over a million diverse trajectories collected from both simulated and real-world RGB-D sequences. Extensive evaluations across various embodied navigation and question-answering benchmarks show that MTU3D outperforms state-of-the-art reinforcement learning and modular navigation approaches by 14\%, 27\%, 11\%, and 3\% in success rate on HM3D-OVON, GOAT-Bench, SG3D, and A-EQA, respectively. MTU3D's versatility enables navigation using diverse input modalities, including categories, language descriptions, and reference images. Additionally, we deploy it on a real robot to demonstrate its effectiveness in handling real-world data. These findings highlight the importance of bridging visual grounding and exploration for embodied intelligence.