Musnad Ahmad 83
It was narrated from Abu Wa'il that as-Subayy bin Ma'bad was a Bedouin Taghlibi Christian who became Muslim. He asked:
Which deed is best? He was told: Jihad for the sake of Allah, may He be glorified and exalted. He wanted to go for jihad, but it was said to him: Have you done Hajj? He said no. So it was said to him: Go for Haji and 'Umrah, then go for jihad. So he set out and when he was in al-Hawa'it, he entered ihram for both Haji and 'Umrah together, Zaid bin Soohan and Salman bin Rabee'ah saw him and said: He is more astray than his camel, or he is no more guided than his camel. He went to ‘Umar and told him what they had said. He said: You have been guided to the Sunnah of your Prophet  (ﷺ) . Al-Hakam said: I said to Abu Wa'il. Did as-Subayy tell you that? He said: Yes
حَدَّثَنَا مُحَمَّدُ بْنُ جَعْفَرٍ، قَالَ حَدَّثَنَا شُعْبَةُ، عَنِ الْحَكَمِ، عَنْ أَبِي وَائِلٍ، أَنَّ الصُّبَيَّ بْنَ مَعْبَدٍ، كَانَ نَصْرَانِيًّا تَغْلِبِيًّا أَعْرَابِيًّا فَأَسْلَمَ فَسَأَلَ أَيُّ الْعَمَلِ أَفْضَلُ فَقِيلَ لَهُ الْجِهَادُ فِي سَبِيلِ اللَّهِ عَزَّ وَجَلَّ فَأَرَادَ أَنْ يُجَاهِدَ فَقِيلَ لَهُ حَجَجْتَ فَقَالَ لَا فَقِيلَ حُجَّ وَاعْتَمِرْ ثُمَّ جَاهِدْ فَانْطَلَقَ حَتَّى إِذَا كَانَ بِالْحَوَابِطِ أَهَلَّ بِهِمَا جَمِيعًا فَرَآهُ زَيْدُ بْنُ صُوحَانَ وَسَلْمَانُ بْنُ رَبِيعَةَ فَقَالَا لَهُوَ أَضَلُّ مِنْ جَمَلِهِ أَوْ مَا هُوَ بِأَهْدَى مِنْ نَاقَتِهِ فَانْطَلَقَ إِلَى عُمَرَ رَضِيَ اللَّهُ عَنْهُ فَأَخْبَرَهُ بِقَوْلِهِمَا فَقَالَ هُدِيتَ لِسُنَّةِ نَبِيِّكَ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ قَالَ الْحَكَمُ فَقُلْتُ لِأَبِي وَائِلٍ حَدَّثَكَ الصُّبَيُّ فَقَالَ نَعَمْ‏.‏