This is a question that has vexed many a believer, including myself and the answer is what I call a "no answer." It doesn't really help, even though it does help.
The answer is, after a while, you just do.
A simple analogy to help in understanding can be found in moving your arm. You really don't know how you do it, you just do it. Specialized training for moving your arm comes from a variety of places for various purposes, and you can get better at moving it. You still don't know how you do it. Neurobiologists are beginning to understand the underlying biochemical processes, even to the point of building some amazing bionics, but they don't know how you "do it" either.
(Now, you may think I am mixing a "what" with a "how." I am really addressing that which allows me to know and act and having a single source. The same problem applies when we know what to do, but not how to do it, when there are no historical references to help.)
Walking with God is much like this. There are some clear guidelines, but they aren't the problem. The problem is the grey areas.
The old adages amount to everything: read the bible, fellowship with believers, ask questions, seek Him with your whole heart, avoid compromise, avoid sin, get up when you fall, be open to criticism, pray, give to all that you can, stand for what is right, do not love your life more than God, understand the bottom line fundamentals, know your limits, love and obey God, love your neighbor, know you are in a battle, guard your heart, renew your mind, etc., etc…
Do these things with frequency and you will find knowing what to do in the grey areas will become less bewildering…it may never be easy.
Here is where you should have confidence. God is with you. He is helping you. He is walking with you. You are not alone. And since He is helping a lot of people, don't let it get to your head.