Sayyiduna Subayy bin Ma'bad (may Allah have mercy on him) said: I was a Bedouin Christian man. When I became Muslim, I came to a man of my tribe called Hudhaym bin Thurmulah and said to him: I am eager for jihad, and Hajj and Umrah are also obligatory upon me, so why should I not combine them both? He said: Combine them both and offer whatever sacrificial animal is easily available to you. So I made the talbiyah for both Hajj and Umrah. When I reached (al-Udhayb), Salman bin Rabi'ah and Zayd bin Suhan (may Allah be pleased with them both) met me while I was making the talbiyah for both Hajj and Umrah, and one of them said to the other: "This man is even more ignorant than this camel of his." It was as though a mountain had fallen upon me, until I reached Sayyiduna Umar bin al-Khattab (may Allah be pleased with him) and said to him: O Commander of the Believers! I was a Bedouin Christian man, then I became Muslim, and I am eager for jihad, and I found Hajj and Umrah obligatory upon me. So I went to a man of my people and he told me: Combine them both and slaughter whatever sacrificial animal is easily available. And I have made the talbiyah for both of them together. Sayyiduna Umar (may Allah be pleased with him) said: "You have been guided to the Sunnah of your Prophet (peace and blessings be upon him)."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 8783