"For as many as are led by the Spirit of God, they are the sons of God." (Romans 8: 14)
Many people read this passage, convinced that they have to be led by the Spirit in order to be sons of God.
Yet we do not become sons through what we do, but through what Jesus did for us:
"But as many as received him, to them gave he power to become the sons of God, even to them that believe on his name:" (John 1: 12)
When Jesus died on the Cross, the Spirit of Sonship was released, and His disciples received the Spirit from Him:
"Jesus saith unto her, Touch me not; for I am not yet ascended to my Father: but go to my brethren, and say unto them, I ascend unto my Father, and your Father; and to my God, and your God." (John 20: 17)
"For ye have not received the spirit of bondage again to fear; but ye have received the Spirit of adoption, whereby we cry, Abba, Father." (Romans 8: 15)
We have received this Spirit of Adoption, and then we are led by His Spirit.
Paul instructs us in this manner in his epistles, too:
"1Be ye therefore followers of God, as dear children; 2And walk in love, as Christ also hath loved us, and hath given himself for us an offering and a sacrifice to God for a sweetsmelling savour." (Ephesians 5: 1-2)
"For ye were sometimes darkness, but now are ye light in the Lord: walk as children of light:" (Ephesians 5: 8)
Because of the Holy Spirit, we are made a new creation in Christ (2 Corinthians 5: 17), and because we have a new identity, we have a new walk. We are children of God through Christ by His Spirit, and thus we are led by His Spirit.