Abraham may not have know where he was going, but he trusted Him who was leading:
1Now the LORD had said unto Abram, Get thee out of thy country, and from thy kindred, and from thy father's house, unto a land that I will shew thee:
2And I will make of thee a great nation, and I will bless thee, and make thy name great; and thou shalt be a blessing:
3And I will bless them that bless thee, and curse him that curseth thee: and in thee shall all families of the earth be blessed." (Genesis 12: 1-3)
The LORD, who had created the heaven and the earth, who had assured the promise of the Messiah to defeat sin and restore man, even to promote him in His Son, reached out to Abram (later Abraham)
"4So Abram departed, as the LORD had spoken unto him; and Lot went with him: and Abram was seventy and five years old when he departed out of Haran."
Of course, we need to recognize that God had already determined in advance where Abraham was going.
First, the LORD revealed to Abram the account of the Gospel:
"4And, behold, the word of the LORD came unto him, saying, This shall not be thine heir; but he that shall come forth out of thine own bowels shall be thine heir. 5And he brought him forth abroad, and said, Look now toward heaven, and tell the stars, if thou be able to number them: and he said unto him, So shall thy seed be. 6And he believed in the LORD; and he counted it to him for righteousness." (Genesis 15: 4-6)
There, we also read how Abram received righteousness: he believed the LORD.
Then, about the land which Abram's descendants would inherit:
17And it came to pass, that, when the sun went down, and it was dark, behold a smoking furnace, and a burning lamp that passed between those pieces.
18In the same day the LORD made a covenant with Abram, saying, Unto thy seed have I given this land, from the river of Egypt unto the great river, the river Euphrates:
19The Kenites, and the Kenizzites, and the Kadmonites, 20And the Hittites, and the Perizzites, and the Rephaims, 21And the Amorites, and the Canaanites, and the Girgashites, and the Jebusites." (Genesis 15:17-21)
Today, all of these promises are achieved for us in Christ Jesus:
"13For the promise, that he should be the heir of the world, was not to Abraham, or to his seed, through the law, but through the righteousness of faith. 14For if they which are of the law be heirs, faith is made void, and the promise made of none effect: 15Because the law worketh wrath: for where no law is, there is no transgression." (Romans 4:13-15)
"That the blessing of Abraham might come on the Gentiles through Jesus Christ; that we might receive the promise of the Spirit through faith." (Galatians 3: 14)
Most importantly, though, He knows where we are going because He is our Shepherd (Psalm 23: 1), and Jesus Himself could not have stated it more clearly for us:
"Jesus saith unto him, I am the way, the truth, and the life: no man cometh unto the Father, but by me" (John 14: 6)
Don't worry about where you are going. He knows the way and He promises to take you to a good place!