Once Pharaoh let the people go He led them into the wilderness. This was to keep them from changing their minds because they would have seen war in the land of the Philistines. So they went toward the wilderness of the Red Sea and they did it in an orderly fashion. As the people left Egypt they fulfilled an oath they had made to Joseph and took his bones with them.
The LORD led them as a pillar of cloud during the day and a pillar of fire at night. As long as the Israelites kept their focus on the LORD they would be led where He wanted them to go.
Likewise today, as we keep our focus on the King of kings and Lord of lords, Jesus Christ, he will lead us where He wants us to go. Far to often we want to do things our way in our time when it is always better to do things His way in His timing.