What should I do if advisor asks me to move to another university or lab for strange reasons? Summary: Yesterday, my advisor told me that he wants me to change labs through because I said something "inappropriate" that made the lab unstable.  He is a really famous professor and his citation is within world top 100 in our field. I don't want to lose the opportunity to cooperate with him. I have enrolled. He has no right to make me leave. But if he is unhappy, he could make me not able to graduate three years later. 

Question: What should I do? Should I leave as he asked?

Details: At first, I was unsure what he meant by "inappropriate". He didn't specify, and I have only been here for like two months and only know 3 or 4 people. Maybe I said some gossip, but I mean no harm and I never offended him. I don't even remember what I said.

My guess is that since my grade is not good enough, the university didn't give me the scholarship that it had promised when I was admitted. I had used my own money for enrollment and then waited to be refunded when the scholarship came through. I am not the only one, and apparently everyone is afraid that their scholarship will also be canceled. The lab is expanding so fast but the funding is not catching up. And the professors in the scholarship committee are unhappy since he recruited like a dozen PhDs at once. 

It seems that the professor blames me for telling the others that my scholarship was canceled, which caused the panic. My family is wealthy enough that I can self-fund, but that doesn't help if I am being forced out of the lab. This seems very unfair.
There are many plausible reasons why the professor may not want to reveal what exactly you said was inappropriate; most likely the professor doesn't want to inadvertently reveal the identity of the person who accused you of inappropriate behavior in order to avoid retaliation or further confrontations.

As a grad student, you are considered an adult and a professional. What matters here is not whether you intended to cause harm, but whether your behavior caused harm. As we grow up the world tends to become less forgiving of our mistakes, and the professor has every right to remove someone from their group to maintain a healthy working environment. Although it is also possible that whatever offensive thing you said was simply the last straw that broke the camel's back, so to speak. Either way, you should reflect on your behavior and tendencies and learn from the mistake. If there are mitigating factors (e.g., being a foreign student, mental health problems, etc.), ask the professor nicely to reconsider... but don't expect anything. Ultimately a successful grad school career depends to a large degree your relationship with your advisor. If the relationship is so broken that your professor is trying to kick you out without any prior warnings (I assume), then there is no point in forcing the matter, no matter how famous the professor is.

Also some assumptions in your question is unwarranted... Why do you think the professor has planted "spies" among the students? More likely the professor learned of the matter because someone reported you. I think you over-estimate how much the professors care about the everyday activity of their students.