There is a belief among Hindus that three persons should not leave the house together for a mission or on important journey. This is an important taboo in Hinduism. To accomplish any mission, a delegation of three persons should never be constituted.
A story in the Mahabharata, perhaps, gave rise to this taboo. When Duryodhana made the last attempt at the instigation of Ashwathama to have all the Pandavas killed, his suicide squad consisted of just three persons: Ashwathama, Kripacharya and Kirtavarma. Not only did the mission fail, but almost the entire Kuru clan was annihilated.
It is quite common for elders to warn when three people leave the house. They ask two people to go first and the third a little time later or a person to first and the two to follow a few minutes later.