The real Midian, if anything was, was a land on the
Red Sea, presumably part of the
Sinai Peninsula, at the time of the
captivity of the
Hebrews in
Egypt. In
Exodus 2 and
Exodus 3 it is told how
Moses, at first found in a
bulrushes and brought up as an Egyptian prince, kills an Egyptian and flees to the land of Midian.
Here he meets seven daughters of the local priest, called Reuel in Exodus 2 and Jethro a few verses later at the beginning of Exodus 3. He fends off some local shepherds preventing the girls from drawing water form the wells, and in gratitude he gets invited to meet Dad. The upshot is that Reuel or Jethro gives him his daughter Zipporah to wife. Moses had two sons by Zipporah and entered the shepherding business. The Bible does not appear to record whether he then adopted the local custom of scaring away virgins from wells.
After forty years of tending sheep in Midian, he was up on Mount Horeb when he noticed a burning bush. The life of a shepherd is a model of tedium and unvaryingness, so he noticed little things, did Moses, like a bush burning and not being consumed. The bush then spoke to him, claiming to be God. If this had been a Warner Brothers cartoon, Moses would have whipped the bottle of Old Overcoat out of his shepherd's scrip, smashed it on a rock, and hastily recited a pledge; but it was the Bible so Moses took the God idea seriously.
Moses, Zipporah, and the kids returned to Egypt and his brother Aaron to lead the Israelites out of bondage, away from the plagues, through the Red Sea, and so on.
Just as he's leaving Midian, God tries to kill him. His wife prevents this by circumcising their son. It doesn't say why: perhaps his first reaction had been to ditch the Old Overcoat.
Read about it in the Bible here on E2, or look at
www.interhack.net/projects/library/antiquities-jews/b2c11.html
for the version told by the ancient historian Flavius Josephus.