Musnad Ahmad 2:2

Muhammad ibn Ja'far narrated to us, he said: Shu'bah narrated to us, from al-Hakam, from Abu Wa'il: That al-Subay ibn Ma'bad was a Christian from the tribe of Taghlib, a Bedouin, and he accepted Islam. He asked: "Which deed is best?" It was said to him: "Jihad in the way of Allah, the Almighty and Majestic." He wanted to perform Jihad, but it was said to him: "Have you performed Hajj?" He said: "No." It was said: "Perform Hajj and 'Umrah, then perform Jihad." He set out, and when he reached al-Hawa'it, he entered into the state of Ihram for both of them together. Zayd ibn Suhan and Salman ibn Rabi'ah saw him, and they said: "He is more astray than his camel," or "He is not more guided than his she-camel." He went to Umar, may Allah be pleased with him, and informed him of what they had said. He (Umar) said: "You have been guided to the Sunnah of your Prophet, may Allah bless him and grant him peace." Al-Hakam said: I said to Abu Wa'il: "Did al-Subay narrate this to you?" He said: "Yes."