The answer to this question can be found in the Book of Exodus, which is the story of how the Israelites left Egypt and journeyed in the wilderness towards Israel. In this story, God causes Pharaoh to allow the Israelites to leave. He then led them on their way towards the Red Sea.
In Chapter 13, we see the two forms God took as he did this. During the day, God appeared as a pillar of cloud. During the night, since the cloud would not be visible, God appeared as a pillar of fire. In these two forms, he led the Israelites out of Egypt.
A pillar of cloud by day and a pillar of fire by night.