Why does Jim run away?

Jim is Miss Watson’s slave. When Huck runs away from his
father, faking his death, he finds that Jim has also run away. Huck
feels like he should turn Jim in, but he doesn’t.
When Jim first sees Huck, he is afraid of him. He thinks that
since Huck is supposed to be dead, he must be seeing a ghost. Huck
assures him he is not a ghost, and not actually dead. Huck is glad to
see Jim, but worried he might tell someone where he is.
Jim tells Huck that he has been on the island since Huck was
supposedly killed. He has been living off the land. Huck asks him
why, and he admits he ran away. He doesn’t want to tell Huck at
first because he does not want Huck to turn him in. 
Jim explains that he ran away so he would
not be sold. He had overheard Miss Watson
planning to sell him to a slave trader for
eight hundred dollars. This would put Jim
far from his family. Jim did not want to be
taken away from his family and shipped off
to New Orleans.
What trick does Huck play on
Jim after they get separated in
the fog?
In Chapter 15, shortly after the incident where
Huck and Jim encounter a trio of murderous
thieves on a wrecked steamboat, a thick fog
sets in at night. Huck gets in the canoe and
paddles off to find a place to secure the raft,
but he forgets to tie the rope to the raft and
accidentally gets separated from Jim.
When Huck eventually finds his way back to the raft,
Jim is asleep. He sits down next to Jim and pretends
to be asleep. When Jim wakes up Huck tries to
convince him that he dreamed the entire episode, fog
and all. Jim falls for Huck’s trick for a short while,
before piecing the truth back together but when he
figures out Huck’s ruse, Jim shows no sign of
amusement. Instead, he explains how deeply anxious
he felt at the thought of losing Huck. Huck feels
terrible about what he did and apologizes to Jim.