Albert Barnes Commentary Jeremiah 31:9

"They shall come with weeping; and with supplications will I lead them: I will cause them to walk by rivers of waters, in a straight way wherein they shall not stumble; for I am a father to Israel, and Ephraim is my first-born." — Jeremiah 31:9 (ASV)

Weeping - For joy, not for sorrow.

Supplications - The conviction that God is guiding them encourages them to pray.

Ephraim is My firstborn - The house of Joseph is thus to be restored to its old preeminence.