In Bible History, Midian was where Moses spent the 40 years between the time that he fled Egypt after killing an Egyptian who had been beating a Hebrew (Exodus 2:11-15), and his return for the Exodus (Exodus 4:18). During those years, he married Zipporah, the daughter of Jethro, the priest of Midian.
Moses' time in the desert wilderness of Midian was of practical use - it was the training that he would later need while leading the Israelites in the desert for another 40 years after the Exodus.
Midian was also the scene where one of the best-known incidents of The Bible occurred - The Lord's appearance in the burning bush on the mountain of God in Horeb (Ex 3:1).
In later years, the Midianites were often oppressive and hostile to the Israelites, at least partly as God's punishment for their idolatry (Judges 6:1). By the time of the Judges, they were raiding Israel with the use of swift camels, until they were decisively defeated by Gideon (Judges 6-8). Today, the former territory of Midian is found through small portions of western Saudi Arabia, southern Jordan, southern Israel and the Sinai, which has been returned to Egypt.