The following is the explanation of the Talmud, tractate Kiddushin page 39
For ease I will rely on the translation of soncino at
http://halakhah.com/pdf/nashim/Kiddushin.pdfAnd where injury is likely one must not rely on a miracle, for it is written, and Samuel
said: How can I go? if Saul hear it, he will kill me.
{Comments Soncino: (33) 1 Sam. XVI, 2; he did not rely upon the fact that his mission was by God's command.}
The Talmud then goes on to a new subject, but I thought I would add background to the story, for those that are less familiar with the Tanach.
G-d answers, the prophet's question, that Shaul/Saul can be fooled into thinking that the prophet had gone to the family of David, for a reason not connected to the true goal of annointing a new king, namely, to offer a sacrifice in that area, because at that time, {in contrast to today} there was no prohibition to offer sacrifices outside of the Temple Mount.
As I raised in another thread only Jews are prohibited today from offering sacrifices outside the Temple. Gentiles are still allowed to do so, even today.