‘And they went every one straight forward. Where the Spirit was to go they went. They turned not when they went.'
The idea behind this is total obedience. Their one purpose was to do what God wanted. Nothing could divert them. They obeyed the prompting of the Spirit of God, as God prompted them from His throne.
Alternative interpretations have been, 1). That ‘where the wind was to go they went'. But the idea is then similar for the wind was the wind of God. 2). That they followed the promptings of their own spirits (Ezekiel 1:21). But the impression there is that their spirits follow the Spirit (Ezekiel 1:20). They were not there to do their own will, but the will of Him whose throne they bore.