"He calls his own sheep by name and leads them out. When he has brought out all his own, he goes on ahead of them, and his sheep follow him because they know his voice." John 10:3-4
So this "following God" thing really is following. He goes on ahead of us. We spend way too much time maintaining our present situations and then we wonder why our lives become stagnant or why what used to give us fullfillment just isn't working anymore. It's because God is leading us on a journey. He doesn't want us to be "set" in life or to have "arrived". He has places for us to go, people for us to serve, and good works for us to do. For we are "God's workmanship, created in Christ Jesus to do good works, which he prepared in advance" for us to do.
Are you feeling stagnant? Are you feeling unfullfilled in a present situation? Are you feeling like you can't sense God's prescence in your life? Maybe it's because he has gone on ahead of you, and he's waiting for you to actually follow him into areas where you are uncomfortable and where you don't know if you can handle the pressure. That's where we truly walk by faith, relying on him to come through.