So, I decided to give some thought to it and share what I discovered (and wish for comments). I believe that thoughts about God's will for our lives are usually connected with moments in our lives of failure or disappointment as well as doubt; so these topics will be present as well.
I believe this ‘Will of God’ topic is somewhat of a Christian-talk invention. Think about it. When is it that we think all the more about God’s will for our lives? During which circumstances? My wife reminded me that it is usually when people are not satisfied with what they have now, or where they are at the moment. Which means, when I want to know God’s will, most of the time I want to get out of trouble; I want something better; I want my problems to be solved. We want the will of God to work as something that will take our problems away. If we are deep in problems, God’s will is the solution. . .! But I don’t think this should be the times when we worry about God’s will for our lives.
The only Bible reference that I can think of that people commonly mention about God’s will is Romans 12:1–2. In this passage, “Paul tells his readers that they should present their bodies as a living sacrifice, pleasing and acceptable to God, and to be transformed by the renewal of their minds. Why? He says, “so that you may prove what is the will of God, what is good and acceptable and perfect.” That is the description of God’s will for your life. It is good; it is acceptable, both to you and to the Lord; and it is perfect. That means that anything you do to try to improve upon God’s will can only damage it. It is perfect, and you don’t tamper with the perfect. So, on the basis of God’s omniscience, we can trust him totally for his guidance in our lives, even when this takes us through deep waters and the valley of the shadow of death.” So, God’s will may not be something that He will tell me through a dream, or through reading the Bible during hard times, or through a funny feeling, or a feeling of His presence, or through peace.
Also, problems in our lives do not mean being tested by God, or being in sin. Still, we should pray even more, and examine our lives, repenting of any sins immediately and making sure of an unwavering relationship (devotional and prayer life) with God.
I don’t think, either, that we can find that many examples of God being extremely clear about His will to individuals, with the exception of a few Bible figures, chosen for very special, specific situations. And yet, we are talking about texts written about events, which, I assume, may not reflect the exact feelings of the Bible figures themselves at the time—it might well be a look-in-the-back-mirror of the writers, identifying God’s acting in specific events.
What is more, even if we knew the will of God for our lives at a particular moment, I doubt we would always follow through. What if we found out that God's will wasn't necessarily what we were looking for...
Just look at several of the Bible characters, who, knowing exactly what God’s will for their lives was, still they did what was wrong—think of Abraham, lying about his wife, Sara, so that his life would be preserved; TWICE!? (Gen. 12:12; 20:1–2); or remember Jonah’s story! Think also of John, who, after seeing and doing everything he did, after spent time with Jesus, sent his disciples to ask Jesus whether He was really the Messiah or whether they should expect someone else. He doubted! Wasn't John sure about God’s will? Wasn't God clear about His message to John? Consider also Luke, when he decided to write his Gospel, it wasn't, apparently, because God was clear about His will, but rather, “since I myself have carefully investigated everything from the beginning, I too decided to write an orderly account for you, most excellent Theophilus” (Luke 1:3).
Also, maybe it is exactly during hard times that God might want us to grow deeper in faith, in dependence on Him. And not being sure of God’s will at a certain time might be a sign of spiritual maturity and development—God’s knowing you can go through hard times, because He has worked you enough, and He knows you can do it, and that it will develop your belief and trust in Him.
As we work through our doubts, we should be mindful of our own spiritual life: corporate worship, prayer, Bible study, service, giving, etc. Finally, do not let this be in the way to your worshiping God!! “Confess sin as soon as you’re aware of it, and allow the Holy Spirit to empower and direct you. Be sure to maintain a devotional life, with regular times alone of prayer and Bible study. Take your doubts to God and ask Him to give you grace to persevere. Cultivate the Christian virtues in your life, and then you can claim the promise of II Peter 1:5–11: “if you do this you will never fall.” Make sure you participate in truly meaningful corporate worship in the setting of a local church. Lone Ranger Christians generally don’t make it, and even a small group setting is no substitute for the church, which is the body of Christ locally, replete with all His gifts. Be sure you’re exercising your own spiritual gift in the context of a local church, so that you are serving others. Never lose sight of the fact that you are involved in a spiritual warfare and that there is an enemy of your soul who hates you intensely, whose goal is your destruction, and who will stop at nothing to destroy you.”
I know this is not about failure in the life of a Christian; but there is a text that, when thinking about God’s will, is very appropriate (Personal reflections on how God can use failure in your life--http://www.reasonablefaith.org/failure): “God has important things to teach us through failure—and true success, the success that counts for eternity, consists in learning those lessons. So when you fail, do not despair or think that God has abandoned you; rather, learn from your failures and never give up.”
Never give up!! Draw closer to God and He will draw closer to you (James 4:8).
See also The Thomas Factor: Using Your Doubts to Draw Closer to God—http://www.garyhabermas.com/books/thomas_factor/thomas_factor.htm (free online; or you can buy it).