That question comes up all the time.  I think it's good that we are trying to apply discernment to hearing from God, and not just think that every little thing that pops into our head is the Lord speaking to us.

 BUT...

I see the downside of that too.  One of the most common fears that students talk to me about is being afraid to step out when they think they hear something from God; what if it's really not Him?  When confronted with this, I am reminded first of Matthew 7, where Jesus says, "Ask and it will be given to you; seek and you will find; knock and the door will be opened to you. For everyone who asks receives; he who seeks finds; and to him who knocks, the door will be opened.  Which of you, if his son asks for bread, will give him a stone? Or if he asks for a fish, will give him a snake? If you, then, though you are evil, know how to give good gifts to your children, how much more will your Father in heaven give good gifts to those who ask him!

What if that applies to asking Him to communicate to us as well?  We ask Him to speak to us, and He gives us good things.  Seems to me to relieve a little anxiety, huh?

But here's the real kicker.  When Moses was talking to God about going back into Egypt, Moses is freaked out and says to God, "Who am I, that I should go to Pharaoh and bring the Israelites out of Egypt?"  And God said, "I will be with you. And this will be the sign to you that it is I who have sent you: When you have brought the people out of Egypt, you will worship God on this mountain."  

 So check it out: God says that Moses will know that it is God who has sent Him after Moses does what God has said.  Not much help on the front end!  But it is assurance that God is speaking, and that we can step out in boldness and know that it is God--even if it's after the stepping out.  It takes faith to do this, but the rewards are tremendous.

Just a little something to ponder.