An angel asked Hagar, Sarai's maid, "where are you coming from and where are you going?" She answered, "I'm fleeing from Sarai my mistress" ("אֵי מִזֶּה בָאת וְאָנָה תֵלֵכִי וַתֹּאמֶר מִפְּנֵי שָׂרַי גְּבִרְתִּי אָנֹכִי בֹּרַחַת"). This is the first appearance in the Torah of the question "where [are you going]?"
(Note that the form of the question, "where [are you coming from]?" ("אֵי מִזֶּה") is not the normal form of "where from?" (מאין), a word that reads "from nothing," as explained above, but a two-word idiom, literally, "where from this [place]?", as though to say "from what specific place are you coming?", thus emphasizing the place of origin more than the destination.)
The story occurs before our first Matriarch's name was changed from Sarai (with a yud) to Sarah (with a hei). She was barren and gave her maid Hagar to her husband Abraham (at that time, Abram) hoping that in that merit she herself would conceive. When Hagar immediately became pregnant she began to despise her mistress Sarai who reacted by dealing hardly with her, upon which Hagar fled. The angel found Hagar in the wilderness by a fountain of water – in the middle of nowhere.
After her response to his question the angel (a new angel, according to the sages) said to her, "Return to your mistress and submit yourself under her hands."
The first appearance of a word or a concept in the Torah sets the scene for all additional appearances. The first "where are you going?" addresses a woman running away from her Divinely ordained place in the world, from the place in which she can fulfill her mission in life.
Indeed, her fleeing from Sarai entailed a premonition of the future. After bearing Ishmael and after Sarah bearing Isaac, Sarah told Abraham to drive away Hagar and her son from their household (Ishmael had threatened Isaac's life and his first and foremost right to inherit Abraham), which Abraham reluctantly did by the command of God to heed the words of his wife (this was the ninth of Abraham's ten trials in life, the ten steps that made him the first Jew; the last was his willingness to sacrifice his son Isaac, the trial of the Akeidah).
In Psalms we find, "Where can I go from Your Spirit and where can I flee from Your Face?" ("אָנָה אֵלֵךְ מֵרוּחֶךָ וְאָנָה מִפָּנֶיךָ אֶבְרָח", the same form of the question "where to?" as in the story of Hagar) Most often we, like Hagar, run away from our mission in life (because we feel that our 'mistress' is treating us hardly; we don't know who Sarah our mistress really is, that her holy spirit exceeds even that of Abraham), we run away from God and His Torah, His teachings for mankind (Sarah here symbolizes God's Torah, as it says, "the Torah of your mother").
Adam and Eve, after the primordial sin hid from God. To hide is a form of running away. The prophet Jonah literally ran away from God, not willing to endanger (so he thought) the spiritual security of Israel by assuming the responsibility that God had given him to become a prophet to the nations.
But God knows better. So don't run away from God. Turn to Him in submission and recognize your true place in the world.