Rashi on Exodus 18:9/רש"י על שמות י״ח:ט׳

1ויחד יתרו AND JETHRO REJOICED — This is its literal meaning. A Midrashic comment is: his flesh became full of prickles (חדודין — his flesh crept with horror) — he felt grieved at the destruction of Egypt. That is what people say (what the common proverb says): A proselyte even though his heathen descent dates from as far back as the tenth generation, do not speak slightingly of an Aramean (any non-Jew) in his presence (Sanhedrin 94a).

2על כל הטובה FOR ALL THE GOODNESS — the goodness in giving the Manna and the well and the Torah — and he rejoiced above all these (more especially), אשר הצילו מיד מצרים THAT HE HAD DELIVERED THEM OUT OF THE HAND OF EGYPT — Until now no slave had ever been able to escape from Egypt because that land was closely shut in on all sides, but these had gone forth six hundred thousand in number (cf. Mekhilta).