It does happen, and I will be happy to try to explain how to get started, as far as I understand it.
1. First of all, remember, that God knows every iota of our intentions. So, we must begin with utterly pure intentions. You cannot want God's guidance for some reason or power, ego, etc. It must be for wholly unselfish reasons. God recognizes the impure heart, no matter how successfully someone might try to disguise it among the general public.
2. You must let go of all the things that you try and control in your life and recognize that God is in control. I think so often God is trying to guide us towards what he wants us to do, however, we are too busy, trying to make things go the way that we want, that we are not able to hear Him. A good way to let go of our control, so that we can hear God, is to visualize a barge floating down a river in front of you. Imagine placing everything you have in your life on that barge as it floats away from you, to God.
3. Next, you must be still and recognize God and all of His attributes.
4. Next, you must be silent and still and just "be" with God.
5. You must not expect anything to happen, because it is the grace of God when He guides you. However, if you do this daily, my experience is eventually something happens. Sometimes it happens during the prayer, but other times it occurs while you are in the ordinary situations.
6. The thing that happens is that you will sense a strong direction of guidance. You have to learn to distinguish between your own ideas and Gods. The way that I usually know that it is God, is that His guidance is usually the opposite of what I want to do. For instance, since I am not a good person, there are certain people that I do not like, and would not mind if they disappeared from this earth. Sometimes, I will sense God telling me to go to them and comfort them. It is a struggle because sometimes my only desire is to go up and kick them. I remember once I sensed God asking me to pray blessings for my least favorite person on the planet. I could not believe it. I was arguing with God saying, "come on God? Blessings? Can I just pray that he gets in a car accident and suffers pain and becomes very sorry for being so evil." (I told you that I am bad, didn't I?) Anyway, needless to say, He did not find that acceptable, so I pray the way He requested. When I have a strong sense that I need to do something good that I do not want to do, and this action falls in line with all the teachings of Allah, it is usually God's guidance.
7. The way that I confirm that it was God's guidance is that something significant and Godly happens as a result. For instance, the day I prayed blessings for my least favorite person, he made a dramatic turn around in his behavior toward me from that time forward.
8. Again, the key, is all in the honesty of intention. Your intention must be to behave in a pious way, serve Allah and His purposes with no desire for personal gain. Again, I have many interesting stories about this, but I want to limit the length of this.