This is a great post from Jennifer F. at the Conversion Diary blog about how we "hear" or are led to do something by (our invisible) God in prayer, or at other times.
As she says, it's not usually an actual voice that you hear but there is just this unmistakable clarity and peace that can come only from God.
Most of the time our oh-so-busy brains/thoughts/worries get in the way and God can't get through. But when we do let him in, watch out! It's amazing and you will know it's Him.
Perseverance, patience and opening your heart, mind and soul to God are necessary for letting him show you the way. (And you do want HIM leading the way, not you!)
One of the best pieces of advice that I heard and read when I was new to prayer (and still need to do sometimes) is to pray for the ability to pray. It sounds crazy but makes perfect sense, really. Reflect on it in prayer.