Weeping - For joy, not for sorrow.
Supplications - The conviction that God is guiding them, encourages them to pray.
Ephraim is My firstborn - The house of Joseph is thus to be restored to its old preeminence.
Related Commentaries of Jeremiah 31:9
Jeremiah 31:9
9 They shall come with weeping, and with supplicationsc will I lead them: I will cause them to walk by the rivers of waters in a straight way, wherein they shall not stumble: for I am a father to Israel, and Ephraim is my firstborn.