Will they come crying?
Rashi: They will come via prayer and Teshuvah.
Radak: There is crying of Simchah, e.g. "va'Yishak Yakov l'Rachel va'Yisa Kolo va'Yevk 1 " "va'Yevk Al Tzavarav Od" (Bereishis 29:11, 46:29) and similar verses. Amidst the great Simchah to return to their land they will cry, for they were exiled from it for many years.
Radak citing Targum Yonasan: They cried when they were exiled.
Malbim: They are like a son who cries in front of his father, and supplicates that he take him to his father's house (after he was banished from it for his sin).
The Midrashim and other Meforshim explain that he cried amidst sadness. Refer to Bereishis 29:11:2:1-5, 7. (PF)
What is "Tachanunim"?
Radak: This is mercy, like "Chalu Na Pnei Kel vi'Ychanenu" (Mal'achi 1:9), "l'Vilti Heyos Lahem Techinah" (Yehoshua 11:20) and similar verses.
Will He take them to rivers?
Radak: El Nachalei Mayim is like Al Nachalei Mayim. Similarly, "va'Yach Es ha'Pelishti El Mitzcho" (Shmuel I, 17:49) is like Al Mitzcho, "El he'Harim Lo Achal" (Yechezkel 18:6) is like Al he'Harim, and similar verses.
Why will He take them on rivers, and on a straight path?
Malbim: This is like it says "Ki Merachamam Yenahagem v'Al Mabu'ei Mayim Yenahalem; v'Samti Kol Harai la'Darech" (Yeshayah 49:10-11).
How will Hashem be like a father to Yisrael?
Malbim: He will have mercy on them [like a father], and they will be like a son, who shows honor to his father.
Why does it say "Efrayim Bechori Hu"?
Radak #1: He mentions Efrayim, for most of Yisrael, i.e. the 10 tribes, were in Malchus Efrayim initially when the kingdom was split. Afterwards they were called Efrayim. In many places it says Yehudah and Efrayim. It says Bechori, because Bechorah was given to Yosef.
Radak #2: He is dear to me like a Bechor to his father. Also "Bni Bechori Yisrael" (Shemos 4:22) refers to the dearness and love. This is like Targum Yonasan - Efrayim is dear to me.
Malbim: Refer to 31:8:5:1.
