Jeremiah asks God what he should tell the people when they ask: where shall we go? The reason this question comes up is because God has told them earlier in vs.1: "Send them out of my sight." But where shall we go? Go to ....those who are to die from pestilence, to pestilence, those who are to die from the sword, to the sword, those who are destined to famine, to famine, captivity, captivity. Basically, God says I want nothing more to do with you...for now.
There is a pretty serious change in theology and approach from the Old Testament where we see God turn God's back on His people to the New Testament where we see God reach out with open arms to us even while we were yet sinners. Even while we sinned against God, and against God alone, Jesus still looks to us and says: "Today you will be with me in paradise."
This conditional relationship in the Old Testament is highlighted in vs.19 where we read: "If you turn back then I will take you back." It isn't a bad idea to read these Scriptures with an understanding that we know what is required of us, so why not do it?