It's simply God's invisible active force, kinda like wind. No one can see it, and unlike wind, no one can physically feel it. But we're guided by it somehow, except maybe the anointed where they "just know" that they're anointed.
This, of course, is not what the Bible teaches. A few examples:
Acts 8:14-17: When the apostles in Jerusalem heard that Sa·mar′i·a had accepted the word of God, they sent Peter and John to them; and these went down and prayed for them to get holy spirit. 16 For it had not yet come upon any one of them, but they had only been baptized in the name of the Lord Jesus. Then they laid their hands on them, and they began to receive holy spirit. (it was apparent to all present)
Acts 8:29: So the spirit said to Philip: “Go over and approach this chariot." (the spirit speaks)
Acts 10:44,45: While Peter was still speaking about these matters, the holy spirit came upon all those hearing the word. And the circumcised believers who had come with Peter were amazed, because the free gift of the holy spirit was being poured out also on people of the nations. (it was apparent to all present)