Joseph was now quite clear.  His confusion had gone because God had spoken (Matthew 1:20-23).  Mary's pregnancy was no longer a problem (Matthew 1:18-19).  It had become an amazing privilege to support her as she carried God's Son, and for Joseph to know that he was divinely authorised to be Jesus' guardian.  

The potential for family shame was not an issue; God would deal with that.  Likewise, He would find just the right place for the family to live.  It would prove to be a series of moves from Nazareth to Bethlehem (Luke 2:4-7), and then to Egypt (Matthew 2:13-15) before returning years later to Nazareth (Matthew 2:19-23).

The first thing Joseph did was to tell Mary that he still wanted her to be his wife, because God had told him the same message she had received.  He now knew that the Holy Spirit had given the baby to Mary, and he was no longer ashamed or afraid to be her husband.  However, they chose not to sleep together until after Jesus had been born in Bethlehem.  It was then Joseph's privilege to name Him Jesus (Matthew 1:21).  Having heard God's instructions and understood the message, Joseph obeyed, trusting that God would sort out all the details along the way.

Although we sometimes think that our difficulty with guidance is being sure we have heard God's message correctly, once we know what God wants a greater problem arises.  We must be obedient, even though we cannot see the full picture or know exactly how the story will end.  That is the critical issue.  God will never tell us all He knows, but He tells us enough to stimulate our faith and obedience.  If He told us more, we would probably be overwhelmed and incapable of taking even the first actions.  So when you know the first step, take it and trust the Lord to lead you to the next in safety.