God leads us through the inner prompting of the Holy Spirit.
Read the following statement carefully:
So then, my beloved, just as you have always obeyed, not as in my presence only, but now much more in my absence, work out your salvation with fear and trembling; for it is God who is at work in you, both to will and to work for His good pleasure. (Philippians 2:12–13)
The inner prompting of the Holy Spirit gives us a sense of God's leading, although that leading is not always what we might call a "feel-good" experience. In my own life, my decision to accept the presidency of Dallas Theological Seminary was not an easy one. Ultimately, it was an "at-peace" decision, but it was not what I would have wanted or chosen. I found all kinds of ways to resist when the position was first offered to me. I wrote the president and the chairman a two-page letter, well thought through, carefully stated, and full of Scripture. It should have convinced anybody that I was the wrong person for the job. Except that God was busy convincing them—and, later, me—that I was the right person. Although it went against my own wishes at the time, I could not resist the compelling, all-powerful prompting of the Holy Spirit.
So I can testify from personal experience that you can believe you really know God's will, and you may be dead wrong. But if you are, the prompting of the Holy Spirit will be nudging you within.
The mind of man plans his way,
But the LORD directs his steps. (Proverbs 16:9)
It's easier to steer a moving car—just get the car rolling and you can push it into the filling station to get the gas. But it's hard to get it moving from a dead stop. So you're on your way, you're making your plans, you're thinking it through. In the process, stay open. By doing so, you may well sense inner promptings from the Holy Spirit steering you.
That inner prompting is crucial, because much of the time we just can't figure it out.
Man's steps are ordained by the LORD,
How then can man understand his way? (Proverbs 20:24)
(I love that!) When all is said and done, you'll say, "Honestly, I didn't figure this thing out. It must have been God." Talk about mysterious! The longer I live the Christian life, the less I know about why He leads as He does. But I am absolutely confident that He leads.