He (PBUH) would advise some new Muslims to hide their conversion if he feared harm for them

“I was a person from the tribe of Ghifaar and the news reached us that a man had emerged in Makkah claiming to be a Prophet. I said to my brother, ‘Go to this man and speak to him, then come to me with his news.’ So he went and met him, then came back. I said: ‘What do you have?’ He said: ‘I saw him commanding good and forbidding evil.’ I said: ‘You have not satisfied me enough with this news.’ So I took a pouch and stick and went out to Makkah. I did not know him, but I disliked asking anyone about him. I drank from the water of Zamzam and sat in the mosque. ‘Ali ibn Abu Taalib (the Prophet’s cousin and the fourth Caliph) passed by me and said: ‘It is as if this man (referring to me) is a stranger.’ I said: ‘Yes.’ He said: ‘Come to my house.’ So I went with him, and he did not ask me about anything nor did I tell him. When I woke up I went to the mosque to ask about him, but no one told me anything about him. ‘Ali passed by me again and said: ‘Shouldn’t the man know his home by now? (i.e. my house is like yours)’ I said: ‘No.’ He said: ‘Come with me.’ So I went with him, and he did not ask me about anything nor did I tell him. On the third day, ‘Ali did the same thing but then asked me, ‘Will you not tell me your story and why you came to this town?’ I said: ‘If you keep it a secret, I will inform you.’ He said: ‘I will.’ I said: ‘I have come to know that a man has emerged here claiming to be a prophet. I sent my brother to speak to him, but he came back with news that did not satisfy me. So I wanted to meet him myself.’ ‘Ali said: ‘You have been guided, for he is the truth and he is the Messenger of Allah. In the morning, follow me until I enter where he is. If I see someone that might harm you, I will stand by the wall as if I am fixing my sandal and you go ahead.’ So he went and I followed him, until we reached the Prophet of Allah, sallallaahu ‘alayhi wa sallam. I said: ‘Offer Islam to me.’ So he offered it to me, and I became Muslim in that place. He, sallallaahu ‘alayhi wa sallam, said to me: ‘O Abu Tharr, keep this a secret and return to your town. When you hear we are victorious, then come back.’ I said: ‘By the One who has sent you with the truth, I will announce it at the top of my voice amongst them!’ I went to the mosque while the Quraysh were in it, and I said: ‘O Quraysh, I bear witness that no one is worthy of being worshipped but Allah, and that Muhammad is His slave and Messenger.’ They said: ‘Attack this apostate!’ They stood up and nearly beat me to death. ‘Abbaas (the Prophet’s uncle) saved me by saying: ‘Woe to you! Will you kill a man from Ghifaar and your trade and path are through them?’ At which they left me alone. When I woke up the next day, I returned and said the same thing as the previous day. They beat me like the previous day and ‘Abbaas saved me and said the same thing he had said