"I don't know what to do. I don't know God's will for my life. I wish God would show me a sign." Have you ever felt like that, faced with a choice and trying to make a decision and figure out God's will?
What you mean by God's will for your life might not be what the Bible means by it. God has a decretive will, which is what He has ordained to come to pass (Isaiah 46:9-11). It's also referred to as His secret will. The second category is the preceptive will of God, where God tells us what to do, and it's His will for us to do it. God's decretive will must always come to pass while the preceptive can be disobeyed. When trying to make a decision, make sure you are looking to know God's revealed will and not try to figure out His secret will.
Romans 12:1-2 tells us we can know and test " what is that good, and acceptable, and perfect, will of God," revealed in Scripture. When faced with a decision, ask, "What does the Bible have to say about this specific situation?" Do what the Lord said, and that's His will for you. If you are trying to decide if you should move in with your girlfriend, you could read 1 Thessalonians 4:3, which says, "For this is the will of God, even your sanctification, that ye should abstain from fornication." That's God's will for your life in that situation.
Most Christians want guidance in situations where the Bible doesn't tell us one way or the other, but you have to make a choice. What job should I take? Should I buy that car? Christians don't want to be "out of the will of God." I believe that's thinking about the issue in the wrong way. God's will for your life is not like a road; every time you get off the road, you are further and further from happiness. God's will for your life is to live and walk by faith in every situation He has put you in, following His preceptive will (Romans 8:5), knowing we are in His decretive will (Romans 8:28).
Make sure you have the categories right in your mind. God gave the Christian His revealed will as our guides as we live our life in Christian liberty. When faced with a choice, search the Scriptures, pray for guidance, asked wise people in your life for their opinion. When you have determined that you are making the best choice based on what God has said, what is best for you and your family, and even what you want to do, proceed by faith and don't spend your life wondering what might have been. Sinful decisions will undoubtedly lead to pain, but wise decisions don't always lead to perfect happiness. Every choice will lead to other problems and bumps in the road, even wise decisions. That's not being out of God's will. That's living life in a fallen world.