وَجَاءَ رَجُلٌ مِنْ أَقْصَى الْمَدِينَةِ يَسْعَى قَالَ يَا مُوسَى إِنَّ الْمَلَأَ يَأْتَمِرُونَ بِكَ لِيَقْتُلُوكَ فَاخْرُجْ إِنِّي لَكَ مِنَ النَّاصِحِينَ ﴿۲۰﴾ فَخَرَجَ مِنْهَا خَائِفًا يَتَرَقَّبُ قَالَ رَبِّ نَجِّنِي مِنَ الْقَوْمِ الظَّالِمِينَ ﴿۲۱﴾ وَلَمَّا تَوَجَّهَ تِلْقَاءَ مَدْيَنَ قَالَ عَسَى رَبِّي أَنْ يَهْدِيَنِي سَوَاءَ السَّبِيلِ ﴿۲۲﴾

﴾20﴿ Wa jaaa'a rajulum min aqsal madeenati yas'aa qaala yaa Moosaaa innal mala a yaa tamiroona bika liyaqtulooka fakhruj innee laka minan naasiheen
﴾21﴿ Fakharaja minhaa khaaa 'ifany-yataraqqab; qaala Rabbi najjinee minal qawmiz zaalimeen
﴾22﴿ Wa lammaa tawajjaha tilqaaa'a Madyana qaala 'asaa Rabbeee ai yahdiyanee Sawaaa'as Sabeel

﴾20﴿ And a man came from the farthest end of the city, running. He said, O Moses, indeed the chiefs of Egypt are conspiring against you to kill you. So leave [the city]; indeed, I am to you among the well-wishers
﴾21﴿ So he left the city, fearful and vigilant. He said, O my Lord, save me from the people who are wrongdoers
﴾22﴿ And when he turned towards Madyan, he said, I hope that my Lord will guide me to the right way (to Madyan)

[20] When the Copt became certain that Musa (peace be upon him) was the one who had committed the killing the previous day, he conveyed the news to Pharaoh.
Then Pharaoh’s council unanimously decided on executing Musa (peace be upon him), and this decision became widely known.
A believing man—whose name is said to be Ḥizqīl, or Shamʿūn, or Shamʿān—hurried to Musa (peace be upon him) and informed him of the matter.
He gave him sincere advice, and advising another believer to protect his life and property is obligatory upon Muslims.
This type of counsel is called naṣīḥah (sincere advice).
A similar incident is mentioned in Surah Yā Sīn (36:20), and the difference between the two situations is explained there.
[21] Acting upon the report of a trustworthy person is permissible,
and when it is accompanied by signs indicating its truth, then acting upon it becomes necessary.
In this case as well, Musa (peace be upon him) had already realized that the news of the incident had spread and that the people intended to kill him.
The truthful report of this man further confirmed it, so Musa (peace be upon him) immediately acted upon it.
His fear was due to the fact that the news was genuine, and beginning a course of action—especially a journey—requires prayer as well.
This migration of Musa (peace be upon him) from a wrongdoing people was for the protection of his life,
and this too is a tradition among the prophets (peace be upon them).
[22] From this verse begins the third stage, up to verse 29.
In this portion, the responsibilities placed upon Musa (peace be upon him) during his journey to Madyan are mentioned—despite having no provisions, experiencing hunger, and yet still helping the weak people.
He later worked as a laborer—this is all described here.
Alongside these hardships, blessings are also mentioned: his marriage to the daughter of a righteous man and the means of attaining lawful sustenance.
In verse 22, the journey of Musa (peace be upon him) begins, though he had no supplies, did not know the route to Madyan, and the distance was about eight days.
Yet he set out purely relying on Allah, the Exalted—this is the highest level of tawakkul (trust in Allah).
Musa (peace be upon him) knew that Madyan was outside the control of Pharaoh.
Also, Madyan was inhabited by the descendants of Ibrahim (peace be upon him), and the city itself was named after one of his sons.
So, due to shared lineage and the prophetic family connection, Musa (peace be upon him) chose to travel to this city.
“That He may guide me” (an yahdiyani)—in the previous verse, the prayer was for deliverance; in this verse, the prayer is for reaching the destination.