As a Christian person, you should do all you can to become everything God wants you to be: pleasing Him as you grow in wisdom and spiritual understanding in the knowledge of God (Colossians 1:9-10). Knowledge of God is knowing things about Him: who he is and how he wants us to respond to him. Pleasing God is doing what he wants us to do. This is called doing the "will" of God. All Christians want to do the will of God in their life however, understanding and doing God's will seems hard for us to grasp. This is why we need to be filled with the knowledge of his will as mentioned in Colossians 1:9. This is why we need wisdom and spiritual understanding.
To be filled with wisdom and spiritual understanding you must be willing to do things that might not be accepted in your religious background or traditions. God's will is not according to men's commandments or traditions (Colossians 2:8). Religion will try to make you think anything outside of its traditions and teachings is wrong, so much so, you will not be in heaven if you don't do things religion teaches. Paul said to not let anyone "cheat" you by their words or traditions in Colossians 2:4,8. As you learn things in Bible, do not let anyone cheat you from the wisdom and spiritual understanding you gain.
There are places in the Bible that tell specific things that are "God's will". When scripture says something is God's will, these are things we need to know and do. They can be difficult to do if they are things we are not use to or they have not been taught in our religious traditions. All Christians want to believe they have faith that will allow them to do what God wants above religion or traditions. It takes courage to step out and do things the way God shows us in the Bible.
One of these is taking on His nature (Ephesians 3:19; 4:13; 2Peter 1:4). God has given us many precious promises we can use to help us become like him. An advantage of being like God is having ability over anything that would try to bring us down or destroy us. We can learn to be people that are compassionate and strong, becoming all things for Christ. Philippians 4:13 is well known among Christians as being the rallying verse for doing anything we want to do: "I can do all things through Christ who strengthens me." The literal translations from the Greek is, "All things I am having strength, might, and power for the one empowering/energizing me." As we take on more of the nature of God we are all things for Christ who gives us strength.
Another thing that is hard to do in God's will is to be filled with His Spirit. God tells us it is his will for us to be filled with His spirit (Ephesians 5:17-18). Most Christians think they are filled with the Holy Spirit when they are saved. Paul asked this question to the disciples he found while in Ephesus (Acts 19:1-6), "Did you receive the Holy Spirit when you believed?" They had only been baptized with John's baptism so Paul administered water baptism, "In the name of the Lord Jesus", then he laid hands on them and they were baptized in the spirit or filled with the spirit of God.
The more you expose yourself to the things of God and follow the leadership of the Holy Spirit for truth, the more you will be able to walk free in the power of God to do all things for His glory.