Albert Barnes Commentary Jeremiah 40:1

"The word which came to Jeremiah from Jehovah, after that Nebuzaradan the captain of the guard had let him go from Ramah, when he had taken him being bound in chains among all the captives of Jerusalem and Judah, that were carried away captive unto Babylon." — Jeremiah 40:1 (ASV)

As what follows is mainly a historical narrative, it seems that the title “The word ...” was appropriate not only to a prediction of the future but also to an account of the past, if written by a prophet. The Jews regarded history as inspired if written by a seer, and therefore their historical books are called “the early prophets.”

Ramah – Probably all the notable prisoners were collected at Ramah indiscriminately and examined there.

Bound in chains – The prisoners were probably fastened together in couples by one hand, and a rope was passed down the center to bind them in a long line and prevent escape attempts.