Matthew 2:19-23

But when Herod was dead, an angel of the Lord appeared in a dream to Joseph in Egypt, saying, “Arise, take the young Child and His mother, and go into the land of Israel, for those who sought the young Child’s life are dead.” And he rose, took the young Child and His mother, and came into the land of Israel. But when he heard that Archelaus reigned in Judea instead of his father Herod, he was afraid to go there. Nevertheless, being warned by God in a dream, he withdrew to the region of Galilee. And he went and lived in a city called Nazareth, that what was spoken by the prophets might be fulfilled, “He shall be called a Nazarene.”
Matthew 2:19-23, Modern English Version (MEV)
 
When we allow ourselves to be led by God, He will lead us where we need to go. We may think we have a good idea of where that might be, but those ideas are usually based on our own wishes and desires. God will never lead us to a place He hasn't equipped us to handle.
 
As Matthew Henry enlightens us in his Commentary on the Whole Bible:
 
We have here Christ's return out of Egypt into the land of Israel again. Egypt may serve to sojourn in, or take shelter in, for a while, but not to abide in. Christ was sent to the lost sheep of the house of Israel, and therefore to them he must return. Observe,
 
I. What it was that made way for his return - the death of Herod, which happened not long after the murder of the infants; some think not above three months. Such quick work did divine vengeance make! Note, Herods must die; proud tyrants, that were the terror of the mighty, and the oppressors of the godly, in the land of the living, their day must come to fall, and down to the pit they must go. Who art thou then, that thou shouldest be afraid of a man that shall die? (Isa_51:12, Isa_51:13) especially considering that at death, not only their envy and hatred are perished (Ecc_9:6), and they cease from troubling (Job_3:17), but they are punished. Of all sins, the guilt of innocent blood fills the measure soonest. It is a dreadful account which Josephus gives of the death of this same Herod (Antiq. 17.146-199), that he was seized with a disease which burned him inwardly with an inexpressible torture; that he was insatiably greedy of meat; had the colic, and gout, and dropsy; such an intolerable stench attended his disease, that none could come near him: and so passionate and impatient was he, that he was a torment to himself, and a terror to all that attended him: his innate cruelty, being thus exasperated, made him more barbarous than ever; having ordered his own son to be put to death, he imprisoned many of the nobility and gentry, and ordered that as soon as he was dead they should be killed; but that execution was prevented. See what kind of men have been the enemies and persecutors of Christ and his followers! Few have opposed Christianity but such as have first divested themselves of humanity, as Nero and Domitian.
 
II. The orders given from heaven concerning their return, and Joseph's obedience to those orders, Mat_2:19-21. God had sent Joseph into Egypt, and there he staid till the same that brought him thither ordered him thence. Note, In all our removes, it is good to see our way plain, and God going before us; we should not move either one way or the other without order. These orders were sent him by an angel. Note, Our intercourse with God, if it be kept up on our part, shall be kept up on his, wherever we are. No place can exclude God's gracious visits. Angels come to Joseph in Egypt, to Ezekiel in Babylon, and to John in Patmos. Now, 1. The angel informs him of the death of Herod and his accomplices: They are dead, which sought the young Child's life. They are dead, but the young Child lives. Persecuted saints sometimes live to tread upon the graves of their persecutors. Thus did the church's King weather the storm, and many a one has the church in like manner weathered. They are dead, to wit, Herod and his son Antipater, who, though there were mutual jealousies between them, yet, probably, concurred in seeking the destruction of this new King. If Herod first kill Antipater, and then die himself, the coasts are cleared, and the Lord is known by the judgments which he executes, when one wicked instrument is in the ruin of another. 2. He directs him what to do. He must go and return to the land of Israel; and he did so without delay; not pleading the tolerably good settlement he had in Egypt, or the inconveniences of the journey, especially if, as is supposed, it was in the beginning of winter that Herod died. God's people follow his direction whithersoever he leads them, wherever he lodges them. Did we but look upon the world as our Egypt, the place of our bondage and banishment, and heaven only as our Canaan, our home, our rest, we should as readily arise, and depart thither, when we are called for, as Joseph did out of Egypt.
 
III. The further direction he had from God, which way to steer, and where to fix in the land of Israel, Mat_2:22, Mat_2:23. God could have given him these instructions with the former, but God reveals his mind to his people by degrees, to keep them still waiting on him, and expecting to hear further from him. These orders Joseph received in a dream, probably, as those before, by the ministration of an angel. God could have signified his will to Joseph by the Child Jesus, but we do not find that in those removes he either takes notice, or gives notice, of any thing that occurred; surely it was because in all things it behoved him to be made like his brethren; being a Child, he spake as a child, and did as a child, and drew a veil over his infinite knowledge and power; as a child he increased in wisdom.
 
Now the direction given this holy, royal family, is, 1. That it might not settle in Judea, Mat_2:22. Joseph might think that Jesus, being born in Bethlehem, must be brought up there; yet he is prudently afraid for the young Child, because he hears that Archelaus reigns in Herod's stead, not over all the kingdom as his father did, but only over Judea, the other provinces being put into other hands. See what a succession of enemies there is to fight against Christ and his church! If one drop off, another presently appears, to keep up the old enmity. But for this reason Joseph must not take the young Child into Judea. Note, God will not thrust his children into the mouth of danger, but when it is for his own glory and their trial; for precious in the sight of the Lord are the life and the death of his saints; precious is their blood to him.
2. That it must settle in Galilee, Mat_2:22. There Philip now ruled, who was a mild, quiet, man. Note, The providence of God commonly so orders it, that his people shall not want a quiet retreat from the storm and from the tempest; when one climate becomes hot and scorching, another shall be kept more cool and temperate. Galilee lay far north; Samaria lay between it and Judea; thither they were sent, to Nazareth, a city upon a hill, in the centre of the lot of Zebulun; there the mother of our Lord lived, when she conceived that holy thing; and, probably, Joseph lived there too, Luk_1:26, Luk_1:27. Thither they were sent, and there they were well known, and were among their relations; the most proper place for them to be in. There they continued, and from thence our Saviour was called Jesus of Nazareth, which was to the Jews a stumbling-block, for, Can any good thing come out of Nazareth?
 
In this is said to be fulfilled what was spoken by the prophets, He shall be called a Nazarene. Which may be looked upon, (1.) As a man of honour and dignity, though primarily it signifies no more than a man of Nazareth; there is an allusion or mystery in speaking it, speaking Christ to be, [1.] The Man, the Branch, spoken of, Isa_11:1. The word there is Netzar, which signifies either a branch, or the city of Nazareth; in being denominated from that city, he is declared to be that Branch. [2.] It speaks him to be the great Nazarite; of whom the legal Nazarites were a type and figure (especially Samson, Jdg_13:5), and Joseph, who is called a Nazarite among his brethren (Gen_49:26), and to whom that which was prescribed concerning the Nazarites, has reference, Num_6:2, etc. Not that Christ was, strictly, a Nazarite, for he drank wine, and touched dead bodies; but he was eminently so, both as he was singularly holy, and as he was by a solemn designation and dedication set apart to the honour of God in the work of our redemption, as Samson was to save Israel. And it is a name we have all reason to rejoice in, and to know him by. Or, (2.) As a name of reproach and contempt. To be called a Nazarene, was to be called a despicable man, a man from whom no good was to be expected, and to whom no respect was to be paid. The devil first fastened this name upon Christ, to render him mean, and prejudice people against him, and it stuck as a nickname to him and his followers. Now this was not particularly foretold by any one prophet, but, in general, it was spoken by the prophets, that he should be despised and rejected of men (Isa_53:2, Isa_53:3), a Worm, and no man (Psa_22:6, Psa_22:7), that he should be an Alien to his brethren Psa_69:7, Psa_69:8. Let no name of reproach for religion's sake seem hard to us, when our Master was himself called a Nazarene.