How did migrations evolve?

Disclaimer: I know nearly nothing about biology.

I was wondering how did the migratory behaviour of birds evolve. Assuming that evolution/natural selection works slowly and gradually (at least most of the time) I don’t understand how some birds decide to fly thousands of kilometers once a year and then fly back.

How does a bird species start it’s migrational behaviour? The first generation flies close by, then the next a bit further and so on up until the migration distance is thousands of kilometers? Or do they randomly fly in small groups until they find nice land (abundant sunlight and food) and only the small group which find the nicest land reproduces succesfully?

If evolution works gradually and migration distance increases also gradually, how did, for example, the artic tern evolve to migrate from pole to pole? In the gradual increase of distance, some generation of artic tern must have migrated to a tropical latitude and be unable to survive there. Obviously this must be very wrong.

Can someone explain the evolutive mechanism behind migrations?

Thanks!