However, you are not in the flesh but in the Spirit, if indeed the Spirit of God dwells in you ... For all who are being led by the Spirit of God, these are sons of God. Romans 8:9,14
While we often question what it is to be led by the Spirit, we so easily miss the fact that those who are born of God ARE BEING led by the Spirit of God. Just consider how often our behaviors cause us to conclude that we are in the flesh. But Paul was quite clear in declaring that being indwelt by the Spirit of God negates that possibility. You see, we have been taught to judge what it is to be led by the Spirit when the results fit the usual idea of good outcomes. Here, it's all together so that even suffering is realized as falling within that leading. Pay attention to the range of suffering that might otherwise cause us to assume that we've been operating in the flesh:
Who shall separate us from the love of Christ? Shall tribulation, or distress, or persecution, or famine, or nakedness, or peril, or sword? ... For I am convinced that neither death, nor life, nor angels, nor principalities, nor things present, nor things to come, nor powers, nor height, nor depth, nor any other created thing, shall be able to separate us from the love of God, which is in Christ Jesus our Lord.Romans 8:35,38-39
How can we agree to these amazing statements and then speculate that we must be "in the flesh" as soon we're in the midst of any one of the things mentioned that cannot separate us from his love? These verses are not just saying that these things can't separate us from GOD (as in a positional security sense), but that they can't separate us from his LOVE. For love is the very stuff that has been shed abroad in our hearts, the very substance of our lives. After all, the fruit of the Spirit IS love. Our being led by the Spirit is the continued presence of his love working in and through us. Just because the appearance of that love working within you might sometimes cause you to ask, "Father, why have you forsaken me?", do not overlook the truth of what is actually coming forth from your heart:
For you have not received a spirit of slavery leading to fear again, but you have received a spirit of adoption as sons by which we cry out, "Abba! Father! Romans 8:15
If your heart is calling out to your Father, don't attribute it to a lack of being led, for it is proof that you are being led.