When the day of Pentecost had come, they were all together in one place.  Suddenly a sound like a mighty rushing wind came from heaven, and it filled the whole house where they were sitting.  There appeared to them tongues as of fire, being distributed and resting on each of them,  and they were all filled with the Holy Spirit and began to speak in other tongues, as the Spirit enabled them to speak. —Acts 2:1-4 MEV
Remember, Jesus when said to the disciples “in that day,” He was speaking of the church age when the gift of the Holy Spirit would be poured out that they would pray in a new way: 1) Pray to the Father, 2) Pray in Jesus Name, and 3) Pray with God’s Word dwelling in your heart.
Jesus answered, “Truly, truly I say to you, unless a man is born of water and the Spirit, he cannot enter the kingdom of God.  That which is born of the flesh is flesh, and that which is born of the Spirit is spirit.  Do not marvel that I said to you, ‘You must be born again.’  THE WIND blows where it wishes, and you hear its sound, but you do not know where it comes from or where it goes. So it is with everyone who is born of the Spirit.” — John 3:5-8 MEV
Every born again believer has the ability to be led by the Holy Spirit within. He wants to lead, guide, and direct our life into the plans and purposes of God. He is the guide inside who carries the plans and purposes of the Father.
THE WIND of the Spirit can only be discerned by having a prayer life. Capture this picture of Jesus in the river Jordan. It can be a picture of our prayer life—dynamic, life giving!
When Jesus also had been baptized and was praying, the heavens were opened,  and the Holy Spirit descended in a bodily form like a dove on Him, and a voice came from heaven which said, “You are My beloved Son. In You I am well pleased.” —Luke 3:21-22 MEV
• In the river praying…
Believe in me so that rivers of living water will burst out from within you, flowing from your innermost being, just like the Scripture says!” —John 7:38 TPT
• Heavens opened…
• Spirit upon…
• The Father’s voice of affirmation…
This is the place of prayer where leadings come from! Every time we pray we are filled and refilled, he wants are tank full and overflowing. It’s so much easier living in an overflow.
Jesus, being filled with the Holy Spirit, returned from the Jordan and was led by the Spirit into the wilderness. — Luke 4:1 MEV
So how did Jesus say the Holy Spirit would lead us?
First, He takes up residence within us by the new birth. Jesus told the disciples that the Holy Spirit would come and take up residence in their hearts. Therefore, guidance comes from within and not externally.
“If you love Me, keep My commandments. I will pray the Father, and He will give you another Counselor, that He may be with you forever: the Spirit of truth, whom the world cannot receive, for it does not see Him, neither does it know Him. But you know Him, for He lives with you, and will be in you.” – John 14: 15-17 MEV
Second, The Holy Spirit will teach us and remind us of the Word, He always points back to the Word with a resounding sense of peace within. That means to be led we have to put the Word first in our lives.
“But the Counselor, the Holy Spirit, whom the Father will send in My name, will teach you everything and remind you of all that I told you. Peace I leave with you. My peace I give to you. Not as the world gives do I give to you. Let not your heart be troubled, neither let it be afraid.” -John 14: 26-27 MEV
Third, The Holy Spirit guides us into all truth. He never ever violates the scriptures. The litmus test to being guided into and knowing the truth is freedom—experiencing freedom and victory! That is true with every detail of our lives, He leads us into greater freedom and victory!
“Nevertheless I tell you the truth: It is expedient for you that I go away. For if I do not go away, the Counselor will not come to you. But if I go, I will send Him to you…But when the Spirit of truth comes, He will guide you into all truth. For He will not speak on His own authority. But He will speak whatever He hears, and He will tell you things that are to come. He will glorify Me, for He will receive from Me and will declare it to you. All that the Father has is Mine. Therefore I said that He will take what is Mine and will declare it to you. “—John 16: 7,13-15 MEV
As we cultivate the spirit of prayer and become familiar with His voice (witness, knowing, and supernatural peace) then we can confidently say, “I am led be the Spirit!” We have the ability to know by the Spirit the things that God wants to do in our lives.
But as it is written, “Eye has not seen, nor ear heard, nor has it entered into the heart of man the things which God has prepared for those who love Him.”  But God has revealed them to us by His Spirit. For the Spirit searches all things, yes, the deep things of God.  For what man knows the things of a man, except the spirit of man which is in him? Likewise, no one knows the things of God, except the Spirit of God.  Now we have received not the spirit of the world, but the Spirit which is of God, so that we might know the things that are freely given to us by God. —1 Corinthians 2:9-12
Notice again, that the Spirit bears witness with our spirit-man.
For as many as are led by the Spirit of God, these are the sons of God.  For you have not received the spirit of slavery again to fear. But you have received the Spirit of adoption, by whom we cry, “Abba, Father.”  The Spirit Himself bears witness with our spirits that we are the children of God. — Romans 8:14-16 MEV
The Holy Spirit will join together with us in prayer so that He can begin to orchestrate our lives according to God’s perfect will.
Likewise, the Spirit helps us in our weaknesses, for we do not know what to pray for as we ought, but the Spirit Himself intercedes for us with groanings too deep for words.  He who searches the hearts knows what the mind of the Spirit is, because He intercedes for the saints according to the will of God.  We know that all things work together for good to those who love God, to those who are called according to His purpose. —Romans 8:26-28 MEV
The Apostle Paul place a high premium on praying in the Spirit.
For if I pray in a tongue, my spirit prays, but my mind is unproductive [because it does not understand what my spirit is praying].  Then what am I to do? I will pray with the spirit [by the Holy Spirit that is within me] and I will pray with the mind [using words I understand]; I will sing with the spirit [by the Holy Spirit that is within me] and I will sing with the mind [using words I understand]. —1 Corinthians 14:14-15 AMP