This distressed Moshe greatly, and he said, "I have not taken a single donkey of theirs" (Num. 16:15)
This showed Moshe's connection to G-d, that he was the true and correct leader. Moshe is referring to the donkey he used to travel back to Egypt. This particular donkey was one of the things that G-d created at twilight on Friday. This same donkey was used by Avraham when he brought his son Yitzchak to Mt. Moriah to be sacrificed, and this same donkey will used by Moshiach when he reveals himself. Therefore, Moshe said, "I didn't use one of their donkeys, but this special and unique one that shows my connection to G-d." (Midrash Raba)