John Calvin Commentary Exodus 18:3

"and her two sons; of whom the name of the one was Gershom; for he said, I have been a sojourner in a foreign land:" — Exodus 18:3 (ASV)

And her two sons. It was noted in its proper place what a distinguished proof not only of faith, but also of magnanimity and firmness Moses had demonstrated in giving these names to his sons. For we cannot doubt that he incurred the ill-will of his connections, as if he despised his wife's country, by calling the one (Gershom) “a strange land.” The name of his son continually cried out that even though he lived in Midian, he was still an alien in his heart, and though staying temporarily, would later seek another habitation.

From this, we may also conjecture that he took them with him into Egypt, rather than banish these two pledges of his piety from himself because of the sudden anger and reproaches of his wife, since by their names he was daily reminded that God’s covenant was to be preferred above all earthly advantages.