When we first trusted in Jesus, by repentance and faith, the Holy Spirit was given to us (Acts 2:38).  He caused us to be born again into God’s family (John 3:3-8), and sealed us with God’s promise of eternal life (Ephesians 1:13).  It is the Holy Spirit who gives us the inner assurance that we belong to God (Romans 8:15-17).  The Holy Spirit also guides us into understanding the truth (John 14:26), convicts us of sin (John 16:7-8), and helps us as we pray (Romans 8:26-27).  He is God ‘in us’, ‘on the move’ and ‘up to the minute’ in our lives.
 
Every believer will experience temptations and diversions to get us out of line with God.  Such thoughts do not come from Him but are the product of our sinful desires and an opportunity they can exploit (James 1:13-15).  It requires a conscious daily discipline to keep listening to the Lord as we let the Holy Spirit speak to us through Scripture; and our interactive dynamic response (James 1:22-25).

As we consider His Word, His Spirit will be at peace with our spirit if we are walking together.  We should seek that peace and pursue it (1 Peter 3:10-12).  The Holy Spirit is within us so that we can be loved and useful partners in God’s ‘family business’.  If we do not choose to stay close to Him - then other people, things, feelings and thoughts will get in the way to make us unproductive in our faith, a hindrance to others and an obstruction to the Lord (2 Peter 1:5-8).  So let us not frustrate Him, but keep in step with Him today.
 
So Paul uses the metaphor of marching in step with the Spirit.  Although God knows everything about the future, and we do not, God wants us to be ready to work with Him at any moment.  ‘Keeping in step’ is a marching discipline which enables the soldiers to get to their destination, at the right time and in good order, without tripping others up along the way.  God does not want us to get in the way of what He is about to do by having our own agenda; we need to keep in step with Him.