As they begin their journey, the pray for guidance. We should not discount the situation into which they were inserting themselves. They were a band of armed men entering the land of a sworn enemy which had driven previous Nephites from their land (the original Nephites and later the Alma/Limhites). Thus they were entering a militarily precarious situation. On top of this delicate physical circumstance, they were also attempting to preach the gospel to a people who rejected it, and probably considered their religion superior to that of the Lamanites. It is no wonder at all that they would pray for guidance.
It is similarly no wonder that the first response of the Lord is one of comfort. The situation must have invoked trepidation if not outright fear. The Lord replies with comfort. Because they could understand the Spirit, they were comforted. Many times the Lord may speak comfort to us, but we are unable to hear, and so we do not receive the of the blessing of comfort because we not tuned to receive it.