John 10:27 My sheep hear my voice, and I know them, and they follow me
I believe he leads and guides you every day, and in every aspect of your life. You learn to hear his voice and follow... the closer you walk with him, the more you understand and learn of him. It just becomes easier to me to know in my spirit when it is God's will.
The importance is... why would we ever want to walk any other way but his will? If he isn't leading... what is the purpose of life?