The first Jew in the Torah, Avram, is introduced in Parshat Lech Lecha. Hashem comes and says to Avraham, "Leave this land, from the place you were born, from your fathers house to land that I will show you".
יֹּאמֶר יְהֹוָה אֶל אַבְרָם לֶךְ לְךָ מֵאַרְצְךָ וּמִמּוֹלַדְתְּךָ וּמִבֵּית אָבִיךָ אֶל הָאָרֶץ אֲשֶׁר אַרְאֶךָּ:
Ramban says in his perush on Berashit 12:1 that it is difficult for a man to leave his homeland, harder to leave the place you were born and hardest to leave your fathers house.
וטעם להזכיר "ארצך ומולדתך ובית אביך" כי יקשה על האדם לעזוב ארצו אשר הוא יושב בה ושם אוהביו ורעיו וכל שכן כשהוא ארץ מולדתו ששם נולד וכל שכן כשיש שם כל בית אביו ולכך הוצרך לומר לו שיעזוב הכל לאהבתו של הקב"ה
Question: Why would Avram want to leave the place where he has always lived? Why would he follow without knowing his destination? If it was so hard for him to leave, why wouldn't Hashem tell him where he is going?