If we look at it from the economical point of view, it is beneficial both to the receiving and sending countries. On average, it has positive economic effects on the native population, but is mixed as to whether low-skilled immigration adversely affects low-skilled natives.
Another angle to it is the evolution - Many animals have migrated across evolutionary history (not including seasonal bird migration), including pre-humans. Human migration started with the migration out of Africa into the Middle East, and then to Asia, Australia, Europe, Russia, and the Americas. This is discussed in the article pre-modern human migration.