Often times our approach to discerning God's will is all wrong. Instead of relying on the revealed will of God in his word (1 Thess. 4:3, for example), we rely on nudges, urgings, impressions, signs, fleeces, dreams, etc. It all sounds very spiritual, but at the end of the day these kinds of pursuits are unbiblical, at best. Kevin DeYoung has an extremely helpful discussion on "finding God's will" in his book, Just Do Something: A Liberating Approach to Finding God's Will.
Here are a couple of quotes:
Expecting God to reveal some hidden will of direction is an invitation to disappointment and indecision. Trusting in God's will of decree is good. Following His will of desire is obedient. Waiting for God's will of direction is a mess. It is bad for your life, harmful to your sanctification, and allows too many Christians to be passive tinkerers who strangely feel more spiritual the less they actually do (p. 26).
The will of God isn’t a special direction here or a bit of secret knowledge there… God’s will for your life and my life is simpler, harder, and easier than that. Simpler, because there are no secrets we must discover. Harder, because denying ourselves, living for others, and obeying God is more difficult than taking a new job and moving to Fargo. Easier, because as Augustine said, God commands what He wills and grants what He commands. In other words, God gives His children the will to walk in His ways — not by revealing a series of next steps cloaked in shadows, but by giving us a heart to delight in His law. So the end of the matter is this: Live for God. Obey the Scriptures. Think of others before yourself. Be holy. Love Jesus. And as you do these things, do whatever else you like, with whomever you like, wherever you like, and you’ll be walking in the will of God (pp. 121-122).
If you get a chance, read it. This is one book not to be missed. It is whimsical in all the right ways, valuable for sanctification, and exceedingly helpful for the practical challenges every-day Christianity brings. And, it challenges the modern evangelical paradigm for "finding God's will" with potency and much needed biblical correctives.