Mat 2:13-15
Now when they had gone, behold, an angel of the Lord appeared to Joseph in a dream and said, “Get up! Take the Child and His mother and flee to Egypt, and remain there until I tell you; for Herod is going to search for the Child to destroy Him.”
So Joseph got up and took the Child and His mother while it was still night, and left for Egypt.
He remained there until the death of Herod. This was to fulfill what had been spoken by the Lord through the prophet: “OUT OF EGYPT I CALLED MY SON.”

Joseph obeyed immediately.
He got up.
He took Mary and Jesus and left “while it was still night”.
The idea seems to be he left that very moment after the dream.

They went to Egypt.
Why?
Because God said to.
The Lord has prophesied it long ago…

Hos 11:1
When Israel was a youth I loved him,
And out of Egypt I called My son.

The Lord told Joseph that Herod was seeking them out.
He told Joseph to remain in Egypt until he was told otherwise.

A difficult thing.
The Lord will “hide” us in Egypt.
Are we willing to wait until He says otherwise?