In The Name of Allaah, The Most Merciful, The Bestower of Mercy

Allaah [The Most High] said:

وَأَنَّ هَـٰذَا صِرَٲطِى مُسۡتَقِيمً۬ا فَٱتَّبِعُوهُ‌ۖ وَلَا تَتَّبِعُواْ ٱلسُّبُلَ فَتَفَرَّقَ بِكُمۡ عَن سَبِيلِهِۦ‌ۚ ذَٲلِكُمۡ وَصَّٮٰكُم بِهِۦ لَعَلَّڪُمۡ تَتَّقُونَ

And verily, this is my Straight Path, so follow it, and follow not [other] paths, for they will separate you away from His Path. This He has ordained for you that you may become Al-Muttaqun [the pious] [6:153]

Abu Nu’aym [rahimahullaah] reported with his chain of transmission from Mujaahid [rahimahullaah] regarding the statement of Allaah: [وَلَا تَتَّبِعُواْ ٱلسُّبُلَ فَتَفَرَّقَ بِكُمۡ عَن سَبِيلِهِ – And follow not [other] paths, for they will separate you away from His Path], that it means: [Do not follow] Bidah [i.e. innovations in religion] and Shubuhaat  [i.e. affairs that are made to resemble truth but are falsehood in reality].

[Source: Al-Hilya 3/293. Abridged and slightly paraphrased]