How can we respond to Gods Guidance?

Now this is a topic iv been thinking a lot about lately. Seeking guidance from God is something that is pretty important in every Christians life id say. There are a few things lately that iv been sinking guidance for from God, and i suppose more to the more point seeking a somewhat obvious answer. Now from what iv been told God usually guides people in a couple of ways.

1) Through the bible
2) through people, christian friends, parents, older Christians who are wise etc.
3) And through the Holy Spirit.

Now to be honest sometimes i just can't work out what Gods will is and it leaves me puzzled and feeling rather depressed. Tho we can be certain that God does guide us, which is very encouraging even when you don't really understand how or why. But i think for me especially at the moment, I'm struggling to see exactly what Gods will is for a certain situation?? How do i respond to Gods guidance or how do i come in line with it, or to feel as tho I'm doing the right thing?? Sometimes someone will tell me this then another that, and this confuses me to who i should believe?? If these people are possibly helping me in being guided then it becomes tricky??