3 The integrity of the upright shall guide them, but the willful contrariness and crookedness of the treacherous shall destroy them.
AMP
Mal 3:6
6 "For I am the LORD, I do not change; Therefore you are not consumed, O sons of Jacob.
NKJV
My Comments:
One of the ways in which we know we can be led by God is by checking whether whatever decisions we make has integrity in it.
Merriam-Webster defines the word integrity as follows:
firm adherance to a code of especially moral or artistic values
Webster's 1913 Dictionary refers to it as "moral soundness; honesty; freedom from corrupting influence or motive"
Note that God says of Himself that He does not change. We know that the Bible says He's the same yesterday, today and tomorrow (Heb 13:8). Therefore, that moral set of directions that He's given us won't change either.
It is foolishness for a Christian to make a decision or perform any action that violates the very nature of God, and then claim "I was led by God to do said action". God won't contradict Himself and lead you into doing things that He told you not to do. It would be unjust then for Him to judge you for doing the thing He "led" you to do in the first place!
I'll use a classic example from the Ten Commandments of "You shall not steal" to illustrate the point. As above, we defined integrity as firmly adhering to a moral code. Given that God has said "You shall not steal", we can use that as a measuring rod to judge any impressions or leadings we may have. If we find ourselves having a leading to steal something that doesn't belong to us, we can know that that is definitely not God telling us to do it!
At times we may have a supernatural leading from God, at times we may not have a supernatural leading from Him. But we know that with or without that leading, as we walk in integrity; it will be one of the guiding points in us determining whether we will be led by Him or by another.