Who was better equipped than David to teach us about God’s leading? (I guess you could answer “Christ”– being very God Himself, but I mean of the human with the capability to sin variety.)
David started out on the fields of his father Jesse. From there he was chosen to be king of Israel, but only after all of his brothers were passed over. From there, he conquered Goliath at God’s leading, and then spent years being chased by Saul. He went into battle and expanded the empire, and even after he sinned and was paying the penalty, the Lord was still leading.
It is obvious that no man can be lead of God without a saving relationship with Him. That’s why Jesus came– so that we could have fellowship with the Father.
Apart from this relationship, we wander in darkness. Ephesians 4:17ff talks about how Gentiles (or those without a relationship with God) walk in blindness, in darkness.
Why are they such? Because they only have their internal feelings to guide them. What is right in their own eyes is what is right to them.