Ex 5:1 Afterward Moses and Aaron went in and told Pharaoh, "Thus says the LORD God of Israel: 'Let My people go, that they may hold a feast to Me in the wilderness.'"

2 And Pharaoh said, "Who is the LORD, that I should obey His voice to let Israel go? I do not know the LORD, nor will I let Israel go."

3 So they said, "The God of the Hebrews has met with us. Please, let us go three days' journey into the desert and sacrifice to the LORD our God, lest He fall upon us with pestilence or with the sword."

Moses and Aaron presented the Lord's demand for a religious holiday for Israel. But Pharaoh would not. Then, Moses and Aaron, personally pleaded with Pharaoh about it. They had to go to a considerable distance from the Egyptians because they would be sacrificing animals that the Egyptians considered sacred. They had to offer sacrifices because of their sins in Egypt.

God here was testing Pharaoh in His demand to let His people go. The wording in which the demand was stated, most probably, hardened the proud monarch. He had a heart problem and God was giving him over to his own proud heart. 

His question "Who is the Lord?" is the very subject that the Ten Plagues was lecturing Him about. He was given front row seats in God's theology class! That He was the LORD of the Nile (the life of Egypt itself) when He turned it to blood. That He was the LORD over their livestock when He struck them with a disease. So on and so forth. God gave Him a good theology lesson through it all. God made Pharaoh a good theologian the hard way!