Great question. We hear from God primarily through his Word. His Word is truth (John 17:17) and the source of light (Psalm 119:105). We are to pray, “Open my eyes that I may behold wonderful things in your law” (Psalm 119:18).
This means we must read the Bible.
We must study the Bible.
We must get into the Word.
We must let the Word get into us.
Psalm 1 reminds us that God blessed those who meditate on his Word. He honors those who build their lives upon his Word.
So start with the Word of God. Read, pray, listen, meditate, think, and ask God to speak to you through his Word. That’s a prayer God will always answer.
I’m not suggesting that God cannot direct us through circumstances, friends, divine appointment, and the ongoing serendipities of life. I would rule out unusual experiences with the Lord. But by definition what is “unusual” is not usual. God’s usual means of leading his children is through his Word.
See Trees Planted by the Water.