Indeed, as-Safa and al-Marwah are among the symbols of Allah. So whoever makes Hajj to the House or performs 'umrah - there is no blame upon him for walking between them. And whoever volunteers good - then indeed, Allah is appreciative and Knowing.  

إِنَّ الصَّفَا وَالْمَرْوَةَ مِنْ شَعَائِرِ اللَّهِ ۖ فَمَنْ حَجَّ الْبَيْتَ أَوِ اعْتَمَرَ فَلَا جُنَاحَ عَلَيْهِ أَنْ يَطَّوَّفَ بِهِمَا ۚ وَمَنْ تَطَوَّعَ خَيْرًا فَإِنَّ اللَّهَ شَاكِرٌ عَلِيمٌ  

I asked Anas bin Malik: "Did you use to dislike to perform Tawaf between Safa and Marwa?" He said, "Yes, as it was of the ceremonies of the days of the Pre-Islamic period of ignorance, till Allah revealed: 'Verily! (The two mountains) As-Safa and Al-Marwa are among the symbols of Allah. It is therefore no sin for him who performs the pilgrimage to the Kaʿba, or performs ʿUmra, to perform Tawaf between them.' " (2.158)  

قُلْتُ لأَنَسِ بْنِ مَالِكٍ ؓ: أَكُنْتُمْ تَكْرَهُونَ السَّعْىَ بَيْنَ الصَّفَا وَالْمَرْوَةِ؟ قَالَ: نَعَمْ، لأَنَّهَا كَانَتْ مِنْ شَعَائِرِ الْجَاهِلِيَّةِ حَتَّى أَنْزَلَ اللَّهُ {إِنَّ الصَّفَا وَالْمَرْوَةَ مِنْ شَعَائِرِ اللَّهِ فَمَنْ حَجَّ الْبَيْتَ أَوِ اعْتَمَرَ فَلاَ جُنَاحَ عَلَيْهِ أَنْ يَطَّوَّفَ بِهِمَا}  

I asked Anas bin Malik about Safa and Marwa. Anas replied, "We used to consider (i.e. going around) them a custom of the Pre-islamic period of Ignorance, so when Islam came, we gave up going around them. Then Allah revealed" "Verily, Safa and Marwa (i.e. two mountains at Mecca) are among the Symbols of Allah. So it is not harmful of those who perform the Hajj of the House (of Allah) or perform the Umra to ambulate (Tawaf) between them." (2.158)  

كُنَّا نَرَى أَنَّهُمَا مِنْ أَمْرِ الْجَاهِلِيَّةِ فَلَمَّا كَانَ الإِسْلاَمُ أَمْسَكْنَا عَنْهُمَا فَأَنْزَلَ اللَّهُ تَعَالَى {إِنَّ الصَّفَا وَالْمَرْوَةَ } إِلَى قَوْلِهِ {أَنْ يَطَّوَّفَ بِهِمَا}  

" Verily al-Safa' and al-Marwa are among the Signs of Allah" ; so he who performs Hajj or Umra, for him there is no harm if he should circumambulate between them, and he who does good spontaneously-surely Allah is Bountiful in rewarding and Knowing.  

أَنْ يُسْلِمُوا هُمْ وَغَسَّانُ يُهِلُّونَ لِمَنَاةَ فَتَحَرَّجُوا أَنْ يَطُوفُوا بَيْنَ الصَّفَا وَالْمَرْوَةِ وَكَانَ ذَلِكَ سُنَّةً فِي آبَائِهِمْ مَنْ أَحْرَمَ لِمَنَاةَ لَمْ يَطُفْ بَيْنَ الصَّفَا وَالْمَرْوَةِ وَإِنَّهُمْ سَأَلُوا رَسُولَ اللَّهِ ﷺ عَنْ ذَلِكَ حِينَ أَسْلَمُوا فَأَنْزَلَ اللَّهُ ﷻ فِي ذَلِكَ { إِنَّ الصَّفَا وَالْمَرْوَةَ مِنْ شَعَائِرِ اللَّهِ فَمَنْ حَجَّ الْبَيْتَ أَوِ اعْتَمَرَ فَلاَ جُنَاحَ عَلَيْهِ أَنْ يَطَّوَّفَ بِهِمَا وَمَنْ تَطَوَّعَ خَيْرًا فَإِنَّ اللَّهَ شَاكِرٌ عَلِيمٌ}  

"I asked Anas bin Malik about As-Safa and Al-Marwah, and he said: 'They were among the rites of Jahiliyyah.' He said: 'So during Islam, we refrained from them, then Allah, Blessed and Most High, revealed: Indeed As-Safa and Al-Marwah are of the symbols of Allah. So it is not a sin for those who perform Hajj or 'Umrah to the house to go between them. (2:158)' He said: 'So it is voluntarily then verily, Allah is the All-Recogniser, the All-Knowing. (2:158)'" (Using translation from Tirmidhī 2966)   

كَانَتَا مِنْ مَشَاعِرِ الْجَاهِلِيَّةِ فَلَمَّا كَانَ الْإِسْلَامُ أَمْسَكْنَا عَنْهُمَا فَأَنْزَلَ اللَّهُ {إِنَّ الصَّفَا وَالْمَرْوَةَ مِنْ شَعَائِرِ} [البقرة 158] اللَّهِ فَمَنْ حَجَّ الْبَيْتَ أَوِ اعْتَمَرَ فَلَا جُنَاحَ عَلَيْهِ أَنْ يَطَّوَّفَ بِهِمَا وَمَنْ تَطَوَّعَ خَيْرًا الْآيَةُ  

[Machine] In the pre-Islamic era, the devils used to play music all night long between Safa and Marwa. They had idols, which they worshipped. When Islam came, the Muslims said to the Prophet Muhammad, "O Messenger of Allah, we will no longer perform the rite of Sa'y (walking) between Safa and Marwa, as it is something we used to do in the pre-Islamic era." Then Allah revealed the verse, "Indeed, as for those who perform Hajj to the Ka'bah or 'umrah, there is no blame upon them for walking between them" (Quran 2:158). This means that there is no sin upon them, but they will be rewarded.  

فِي قَوْلِهِ تَعَالَى {إِنَّ الصَّفَا وَالْمَرْوَةَ مِنْ شَعَائِرِ اللَّهِ} [البقرة 158] قَالَ كَانَتِ الشَّيَاطِينُ فِي الْجَاهِلِيَّةِ تَعْزِفُ اللَّيْلَ أَجْمَعَ بَيْنَ الصَّفَا وَالْمَرْوَةِ وَكَانَتْ فِيهَا آلِهَةٌ لَهُمْ أَصْنَامٌ فَلَمَّا جَاءَ الْإِسْلَامُ قَالَ الْمُسْلِمُونَ يَا رَسُولَ اللَّهِ لَا نَطُوفُ بَيْنَ الصَّفَا وَالْمَرْوَةِ فَإِنَّهُ شَيْءٌ كُنَّا نَصْنَعُهُ فِي الْجَاهِلِيَّةِ فَأَنْزَلَ اللَّهُ {فَمَنْ حَجَّ الْبَيْتَ أَوِ اعْتَمَرَ فَلَا جُنَاحَ عَلَيْهِ أَنْ يَطَّوَّفَ بِهِمَا} [البقرة 158] يَقُولُ لَيْسَ عَلَيْهِ إِثْمٌ وَلَكِنْ لَهُ أَجْرٌ