Matthew 2:19-23 - He would be called a Nazarene

2:19,20

They didn’t have internet in those days, so God sent an angel to tell Joseph when Herod died. So again we angels playing an important role in God’s “economy”. Like the earlier angel, this one appeared in a dream. In God’s dealings with Joseph we see Him respecting Joseph was the head of the household, even though Mary, and especially Jesus, are by far the more important “players” in the plan. 

2:21-23

On the way Joseph learnt that Archelaus was now reigning in Egypt. Archelaus was the son of Herod. Herod’s “kingdom” was split into three after his death. Yet again Joseph was warned in a dream, and he withdrew to Galilee. Why did God not warn him in the first place? Possibly because if he had Joseph might have been too afraid to return at all. God does not tell us everything, and sometimes does not tell us of dangers until the last minute. This is not an oversight on God's part, He tells us everything at the right time.

So they went to Galilee, and Matthew sees yet another fulfilment of what the prophets said, "he will be called a Nazarene". This quotation is problematic as it does not actually appear in the Old Testament! There are various suggestions as to what Matthew was on about, you can find a summary of the main ones here.