Rashi writes (18:1) that upon hearing of the splitting of the Red Sea and the battle against Amalek, Yisro came to join Moshe and the Jewish people in the wilderness. Why did he wait to hear about the war with Amalek instead of coming immediately after the miracles at the Red Sea, and why did a war impress him more than all of the miracles at the Red Sea? (Yirah V'Daas)
The Manchester Rosh Yeshiva explains that when Yisro heard about the splitting of the Red Sea, he was certainly moved. However, he believed that there was no need to do anything about it, as he assumed that he would retain his spark of inspiration. Regarding the war against Amalek, the Torah records (17:11) that whenever Moshe raised his hands the Jewish army prevailed, and when he lowered them, Amalek became stronger. The Mishnah in Rosh Hashana (3:8) questions how Moshe's hands could magically fight the war, and it explains that whenever they were raised up, the Jews looked at them and focused their thoughts toward the Heavens, which enabled them to win, but when he lowered his hands, they forgot about Hashem and fell militarily. Yisro was shocked to hear that in a battle which took place all on one day, it was possible for the people to be inspired through Moshe's raised hands, yet a short while later when he lowered them their inspiration was gone and they lost everything. This recognition taught Yisro that it wasn't sufficient that he felt uplifted by the miracles of the Red Sea, as it wouldn't stay with him unless he did something concrete to make it permanent, which he did by joining the Jews and converting.
Taken from Parsha Potpourri