Exodus - Chapter 13

In this chapter Moses finally leads the Israelites out of their slavery in Egypt.  And we find that Jesus was leading the way for them.
"By day the Lord went ahead of them in a pillar of cloud to guide them on their  way and by night in a pillar of fire to give them light, so that they could travel by day or night.  Neither the pillar of cloud by day nor the pillar of fire by night left its place in front of the people.

We learn in Chapter 14 (verse 19) that the Angel of God (another title for Jesus) in front of them with the pillar of cloud.  And the light from the pillar of fire reminds us that Jesus is the light of the world - as it says in Revelation 21 "The city (The new Jerusalem) does not need the sun or the moon to shine on it, for the glory of God gives it light, and the Lamb is its lamp. The nations will walk by its light."