"There is therefore now no condemnation to them which are in Christ Jesus, who walk not after the flesh, but after the Spirit... For as many as are led by the Spirit of God, they are the sons of God." (Romans 8:1,14).
We know that we are to follow Jesus Christ and to walk in His steps, but the verses above tell us that we are also to follow the Holy Spirit. Everyone is following something. If you are following the flesh (your wants and desires), you are being led far away from God. If you are following the Holy Spirit you are taking steps closer to God.
This reminds me of an experience in my boyhood on the farm. We had a driveway that was one hundred three yards long (one of my brothers measured it). One day we were out somewhere and a snow storm came through. As we arrived home with my dad, it was evident he would not be able to get through the driveway without getting stuck. He parked the car along the road and began to walk back to the house, instructing me and my brothers to follow him. When you are small, a couple feet of snow looks like ten! The one hundred three yard trek was easy when my brothers and I put our steps right in his. My dad safely led us to our destination as we followed him - one step at a time. This is how the Holy Spirit leads.
The Holy Spirit’s first step is salvation. “Jesus answered and said unto him, Verily, verily, I say unto thee, Except a man be born again, he cannot see the kingdom of God... Except a man be born of water and of the Spirit, he cannot enter into the kingdom of God.” (John 3:3,5).
“For God so loved the world, that he gave his only begotten Son, that whosoever believeth in him should not perish, but have everlasting life.” (John 3:16).
Have you been saved? Have you been born again? If not, you have not been following after the Spirit. Being born again is when we receive and believe on the Lord Jesus Christ: “But as many as received him, to them gave he power to become the sons of God, even to them that believe on his name: Which were born, not of blood, nor of the will of the flesh, nor of the will of man, but of God.” (John 1:12-13).
Why not begin following the Holy Spirit today? He will lead you one step at a time, and you will safely arrive at the destination God has for you.