When the Prophet came to Medina, he stayed first with his grandfathers...

Hadith 1:39

Narrated Al-Bara' (bin 'Azib):

When the Prophet came to Medina, he stayed first with his grandfathers or maternal uncles from Ansar. He offered his prayers facing Baitul-Maqdis (Jerusalem) for sixteen or seventeen months, but he wished that he could pray facing the Ka'ba (at Mecca). The first prayer which he offered facing the Ka'ba was the 'Asr prayer in the company of some people. Then one of those who had offered that prayer with him came out and passed by some people in a mosque who were bowing during their prayers (facing Jerusalem). He said addressing them, "By Allah, I testify that I have prayed with Allah's Apostle facing Mecca (Ka'ba).' Hearing that, those people changed their direction towards the Ka'ba immediately. Jews and the people of the scriptures used to be pleased to see the Prophet facing Jerusalem in prayers but when he changed his direction towards the Ka'ba, during the prayers, they disapproved of it.

Al-Bara' added, "Before we changed our direction towards the Ka'ba (Mecca) in prayers, some Muslims had died or had been killed and we did not know what to say about them (regarding their prayers.) Allah then revealed: And Allah would never make your faith (prayers) to be lost (i.e. the prayers of those Muslims were valid).' " (2:143).