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I have occasionally pondered the question, when someday I stand before Jesus Christ, how well will I recognize Him? In a world of ever-more-skillful counterfeits & illusions, how will I know it is Him?
I'll offer a perspective from The Church of Jesus Christ of Latter-day Saints.
Significance of revelatory guidance
Latter-day Saints believe gaining a testimony through the Holy Ghost is vital; we believe the power of the Holy Ghost is available to anyone willing to listen, and that the Gift of the Holy Ghost can be received after covenants are made through authorized baptism & confirmation.
Church President Russell M. Nelson has stated:
In coming days, it will not be possible to survive spiritually without the guiding, directing, comforting, and constant influence of the Holy Ghost. (source)
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Learning the language of the Spirit
Like learning any language, learning the language of the Spirit takes time. I have found one of the best ways to a) invite the Holy Ghost & b) recognize what impressions from the Holy Ghost feel like, is to study the scriptures. I believe they were given by inspiration, they have been consecrated to the Lord's work, and they invite inspiration.
Matthew recorded:
Ask, and it shall be given you; seek, and ye shall find; knock, and it shall be opened unto you (Matthew 7:7)
Ask, see, knock: these are action words. Action is expected on our part. So is asking questions.
Nephi taught:
3 Angels speak by the power of the Holy Ghost; wherefore, they speak the words of Christ. Wherefore, I said unto you, feast upon the words of Christ; for behold, the words of Christ will tell you all things what ye should do. (2 Nephi 32:3)
A feast involves preparation; a feast is meant to be enjoyed, not rushed through. A feast is supposed to be joyful, not a chore. When we approach the scriptures in this way, with sincere questions, we invite God to teach us to recognize His voice.
Apostle Boyd K. Packer explained:
Should an angel converse with you, neither you nor he would be confined to corporeal sight or sound in order to communicate. For there is that spiritual process described by the Prophet Joseph Smith by which pure intelligence can flow into our minds and by which we can know what we need to know (for an excellent and more thorough discussion, see his sermon How Does the Spirit Speak to Us?)
The voice of the Spirit has been described as a still, small voice. And yet a piercing voice. In the days before caller ID there were a few people I knew well enough that, with the single word "Hello" on the telephone I knew exactly who I was talking to, with no introduction needed. It is my conviction that if we put ourselves in a place where we can listen, and we are willing to learn with an open mind, we can come to know God's voice, through His Spirit, with such clarity.
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What does the Holy Ghost feel like?
Some of the popular responses to this question, acknowledging the inadequacy of descriptive words (to be fair, if words could adequately describe the promptings of the Holy Ghost, would personal promptings of the Holy Ghost even be needed? That God can communicate in some way that transcends words is kind of the point...) are that this is like trying to explain colors to someone born blind, or to explain the taste of salt to one who had never tasted it. Without a common experience to reference, words will fall short.
However, here are some additional statements on the matter I have found instructive:
From Doctrine & Covenants 8:
2 Yea, behold, I will tell you in your mind and in your heart, by the Holy Ghost, which shall come upon you and which shall dwell in your heart.
3 Now, behold, this is the spirit of revelation; behold, this is the spirit by which Moses brought the children of Israel through the Red Sea on dry ground.
And from Doctrine & Covenants 11:
12 And now, verily, verily, I say unto thee, put your trust in that Spirit which leadeth to do goodβyea, to do justly, to walk humbly, to judge righteously; and this is my Spirit.
13 Verily, verily, I say unto you, I will impart unto you of my Spirit, which shall enlighten your mind, which shall fill your soul with joy
That said, my advice on finding an answer to this question is the same advice I give to someone who wants to know what it is like to fly an airplane: you won't know until you try it for yourself.
I recently attended a devotional where this very topic was discussed--various people described what the Holy Ghost "feels" like to them. In no case was it earth-shattering, raucous, showy, or even loud (Elijah learned the same thing, see 1 Kings 19:11-12). Common words are things like "warmth", "clarity", and "peace".
I have known several people of a very rational, deductive mind, for whom God's communications come in the way their minds can best grasp them--as clear, compelling, reasoned responses to sincere questions. I have had such moments where it is as though a light-bulb switches on.
That God does vary His style to meet the needs of the hearers is expressly taught by Nephi:
3 For my soul delighteth in plainness; for after this manner doth the Lord God work among the children of men. For the Lord God giveth light unto the understanding; for he speaketh unto men according to their language, unto their understanding. (2 Nephi 31:3)
God can speak to an individual in a way that is suited to that individual's mind.
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Specific questions from the OP
How are Christians led by the Holy Spirit?
As taught in Isaiah 28:
9 Whom shall he teach knowledge? and whom shall he make to understand doctrine?...
10 For precept must be upon precept, precept upon precept; line upon line, line upon line; here a little, and there a little
God will instruct & inspire a little at a time as people learn. In my experience, He does not demand intense or extreme trust exercises as lesson 1. He gives people a little bit of truth and encouragement to act. If they act upon that initial prompting, they will learn more. And so on. Until they can and do have complete confidence in the inspiration He is giving them: because they have put it to the test many times.
How does the Holy Spirit communicate God's will to Christians?
What mechanisms does the Holy Spirit employ to this end?
3 ...they heard a voice as if it came out of heaven; and they cast their eyes round about, for they understood not the voice which they heard; and it was not a harsh voice, neither was it a loud voice; nevertheless, and notwithstanding it being a small voice it did pierce them that did hear to the center...
4 And it came to pass that again they heard the voice, and they understood it not.
5 And again the third time they did hear the voice, and did open their ears to hear it; and their eyes were towards the sound thereof; and they did look steadfastly towards heaven, from whence the sound came.
6 And behold, the third time they did understand the voice which they heard; and it said unto them... (3 Nephi 11:3-6)
The Holy Ghost will not force itself upon us nor maintain our company if we do not want it. The Holy Ghost will speak gently, and if we listen and act, will keep speaking.
Additional thoughts are shared on my channel here: Why do you believe what you believe?
Conclusion
I started with a question: when I stand before Jesus Christ how will I know it is Him?
King Benjamin taught:
For how knoweth a man the master whom he has not served, and who is a stranger unto him, and is far from the thoughts and intents of his heart? (Mosiah 5:13)
It is my desire to use the teachings & the opportunities to serve that He has given me to come to know Him; that I will surely & sincerely know His voice.