And he went out, not knowing where he was going

Hebrews 11:8 
By faith Abraham obeyed when he was called to go out to the place which he would receive as an inheritance. And he went out, not knowing where he was going.

Abraham went out of his country away from his extended family, as he obeyed God. The context at that time is that God had not told Abraham the final destination. He knew God and obviously had a relationship with God already. But looking at the wrongs he did during various parts of his life after that initial call, we know that Abraham was far from perfected yet, when he first obeyed God to leave his country.

What this means is that it is possible to have a close relationship with God, while even though we know we are far from sinlessness nor perfection. We can have a deep relationship with God and hear what he says to us. Then our response is to obey and follow in faith. Living this way is the natural way to become what God wants us to be, as we will be transformed daily to be like him.

And he went out, not knowing where he was going

Hebrews 11
8 By faith Abraham obeyed when he was called to go out to the place which he would receive as an inheritance. And he went out, not knowing where he was going. 9 By faith he dwelt in the land of promise as in a foreign country, dwelling in tents with Isaac and Jacob, the heirs with him of the same promise; 10 for he waited for the city which has foundations, whose builder and maker is God.

"And he went out, not knowing where he was going." - An incredible statement of trust in God displayed by Abraham. This is the result of surrendering of one's will to God. Going deeper, it also means that the fear of the unknown, has been overcome at least in part, by the greater fear of needing to follow our Creator and Lord. The other human nature, in fact sin, is pride of trusting ourselves and our ways, rather than God's way.

Not knowing where to go in itself is undesirable and foolishness. But not knowing where to go, being the result of following God's lead, is totally wise. God is after all the Creator and He has shown to have our best interests in mind. We only need to let go and stop doing our own way, and with a willing heart and ears, step out into the still, soft voice of God's calling.