Mark 16:1-4 describes the scene: “When the Sabbath was over, Mary Magdalene, Mary the mother of James, and Salome bought spices so that they might go to anoint Jesus’ body. 2 Very early on the first day of the week, just after sunrise, they were on their way to the tomb 3 and they asked each other, ‘Who will roll the stone away from the entrance of the tomb?’ 4 But when they looked up, they saw that the stone, which was very large, had been rolled away.”

It seems from this passage that they simply hadn’t thought about the stone until after they had set out. There is no evidence from Scripture that God spoke to them and told them it had been moved. Jesus had told them that he would rise from the dead on the third day, but he didn’t need to remove the stone to do so, as in his resurrection body he was able to move through stone walls (See John 20:19 and John 20:26). The stone was removed so the women and the disciples could go into the tomb and see that Jesus was no longer there but alive!