God speaks to people in different ways. He directed Joseph by several dreams. He spoke to Moses from the burning bush in an audible voice (Exodus 3:2-4), and He led the Israelites in the wilderness by a pillar of cloud and fire (Exodus 13:21). He also spoke to the Israelites via the Urim and Thummim (Numbers 27:21).
The Holy Spirit is gentle and loving, but Satan condemns and generates fear. How can we be certain if it's the Holy Spirit convicting us of sin or the devil seeking to hinder us?