Moses' father-in-law heard of all that God had done for Moses and the Israelites. For some reason Moses sent away his wife and sons, it is not clear why he did this.
Jethro and Moses' family came to see Moses in the wilderness. Moses told Jethro all that had happened, and how the Lord had saved them from everything. Jethro then declares that he now knows that the Lord is greater than all the other gods, and he offered sacrifices to the Lord. Aaron then came to join Jethro and Moses with all the other elders, and they ate together.
We can see something prophetic here. The Midianites worshipped other gods, but Jethro saw the evidence of the reality of the One True God and saw worshipped the Lord. This is the way things are meant to work. The world should see the reality of God in the life of the church, and then turn to the Lord. We also see the Israelites eating with the Midianites. The goal of God's plan is that all people, Jews and Gentiles, should worship Him together, and live together as one.
The next day Jethro sees Moses serving as judge for all the people. Jethro warns him that he will wear himself out if he carries on doing this. Instead he should select reliable men to help him, and stick to the most difficult cases. All church leaders need to heed this lesson, for it is very easy to try and do everything yourself. This is not the way the church is meant to be.
Moses was sensible and took his father-in-law'd advice.