The story of Jethro in Exodus 18 closely resembles the story we find of Christ and the Samaritans in the Gospel of John. Jethro had heard what God had done in bringing the Israelites out from the bondage of Egypt. Likewise, the men of Samaria heard what the woman had told them of the Christ, and they, as did Jethro, went out to see and hear for themselves.
After Jethro heard the truth from Moses' own lips of the events that had taken place, as from one who had been there, seen it and been the agent through whom God did it, Jethro declared the LORD to be above all other gods. Likewise, the Samaritans also told the woman,
"Now we believe, not because of thy saying: for we have heard him ourselves, and know that this is indeed the Christ, the Saviour of the world." - John 4:42
So what would be the meaning of this story, so similar that you could say it was repeated in the New Testament with Jesus Christ. I say it is this. There is a world of difference between hearing what others have to say about the faith of Jesus Christ, and finding out for yourself what it is all about.
Many people will not come to Christ for no other reason than that they have made a judgment call based on outward observation, or experience from those who claim to know Jesus. Yet, if they have been such as to turn you away from the faith, I would doubt very much whether they know any more about Him than those who have passed judgment against Him.
Jethro heard from others. No doubt, those exploits of God that they heard from others were tinged with fear, judgment and condemnation for what He had done to Pharaoh and his land. No doubt, there were character assassinations against the Israelites, as upstarts, and disparagments against them as to what made them think they were so special? And again, no doubt, there were many preparing sharpening their weapons and preparing their defences against them, laying in wait for the day they could do the same to them. But not Jethro.
Jethro, an idolatrous heathen king heard and listened to all that was said, good and bad. Yet he chose to make up his own mind. He came and listened to Moses' recounting, to hear from the one who was there, and the one through whom God had worked all these things. But he didn't just leave it there.
Jethro also appears to have made a covenant with Moses, Israel or with God Himself. In Ex. 18:12 we are told that Jethro took a burnt-offering and sacrifices for God; and Aaron came, and all the elders of Israel, to eat bread with Moses' father-in-law before God. That sounds like a covenant agreement to me.
Jethro acted and confirmed his faith in the declaration he had made in the previous verse , "Now I know that the LORD is greater than all gods: for in the thing wherein they dealt proudly He was above them."He chose to make a covenant with Moses, with God, before God.
Notice as well, He didn't acknowledge the LORD as greater than all gods by the many judgments he exacted upon Pharaoh and the gods of Egypt. His declaration wasn't about the many plagues and judgments exacted, but the manner in which He dealt with Pharaoh and his gods.
If you look back at the beginning of Exodus, you will find that at every turn, God gave Pharaoh every opportunity to repent and turn from his ways and let his people go free from his oppression and tyranny. He would not do so. Not only would he not do so, he oppressed them even further, worked them even harder.
It is said that God said He would harden Pharaoh's heart, and it is often understood in the sense that God made it impossible for Pharaoh to repent. I disagree with that statement. If God did that, then God would not have given all men freedom to choose. God gives His grace to the humble. It takes humility to receive the grace to repent, and humility is the willingness to hear the judgments or Word of God. Pharaoh would have none of it, and it was his own refusal to hear from God or even acknowledge Him (Who is the LORD that I should obey Him? Ex. 5:2)that hardened his heart againt God. The more Pharaoh refused to acknowledge the judgments of God being brought against Him, the harder his heart became, until his pride cost him the life of his own son, and the firstborn of every man and creature in Egypt. God merely foretold Moses what would happen, for God knows the hearts of all men.
God always gave him space and time to repent, telling him what the consequences would be if he did not, and only when Pharaoh showed himself not only unrepentant but hardened against Him, then and only then did He exact judgment. This method of dealing with Pharaoh is what Jethro saw and acknowledged of His Lordship. He was not like the other gods. If it were not so, Jethro would only have acknowledge the LORD as a more powerful god than the ones he already worshiped and would have just added Him to his pantheon.
So, if you are hesitating from making a commitment to God through faith in Jesus Christ, set aside what it is that you have heard from others about Him, and your preconceived notions about what it will mean for your life, and seek Him out for yourself. Find out from Him directly, as did Jethro, and see for yourself, know for yourself that not only is He a Lord above all gods, in power and in might, but He is also above all the standards of men in character and virtue as well.
Don't let what you 'think' stand in the way of coming to 'know' for yourself.