Joseph and Mary had been away from their home in Nazareth for a long time, often on the move.  During Mary's pregnancy, she spent three months with her cousin Elizabeth in the hills near Jerusalem, before going back home to Nazareth (Luke 1:56), and then back down-country to Bethlehem with Joseph (Luke 2:4-5).  After the Magi visited Jesus, God sent the family off to Egypt (Matthew 2:13-15).  Later, God had told Joseph to move Jesus and Mary out of exile, in Egypt, and back into Israel because Herod, the murderous king, was dead (Matthew 2:19-21).  

But then, just as they were looking forward to the prospect of a settled life, possibly near Joseph's and Mary’s relatives in Judea (they were both from the tribe of Judah), peril loomed again.  Joseph heard that Archelaus (Herod's fourth son) had been appointed as the new ruler in Judea, and therefore had jurisdiction over the area around Bethlehem and Jerusalem.  Joseph was afraid that Jesus, and the whole family, might again be in danger if they returned there.  

It was a realistic concern.  God had provided a place of safety for the family in Egypt, and now said that it was safe to return to Israel, but where in the country?  It was unwise to go back to Bethlehem and the only other place was Joseph’s and Mary's parents' town of Nazareth (Luke 2:39).  The Galilee region was despised by the Jewish ruling and religious classes (John 1:46).  It was thought to be religiously compromised - being just north of despised Samaria and the people mixed with traders from many nations.  It was a wise choice, as safe a place as any, and they had family there.

But God knew what He was doing all the time.  He knew that Joseph and Mary could only handle so much change at any one time.  So, He released His plan in pieces which were small enough for them to action, and not be totally overwhelmed.  What may seem to us like a last-minute change of plan could well be God's most direct route to get us in the right place at the right time.  When there is real danger (instead of the shadowy fears which precipitate us into wrong action), then God will confirm that He has a safe plan.  None of this takes Him by surprise.  So, let's get used to God's ways.  When our circumstances change, it is simply His way of keeping us on His route and His timetable - so that we can be useful to His kingdom and blessed by His presence.