Let's not detract from the OP please. Just like we're not going to talk about hyper grace, let's also not talk about once saved always saved.
Going back to the OP, We are born again spiritually, but we still have our flesh bodies until glorification at the end of our race of faith/Sanctification. The Spirit is now indwelt among us, but the nature of our flesh bodies can pull us away from that walk we need to have in God. Thus we have our flesh nature and the Holy Spirit. In essence, we have a spiritual war going on against the flesh, the world, and the enemy himself as we go about our daily walk. We understand that God speaks to us through the Holy Spirit in that still small voice and through His word. IF we do abide and listen to what the Spirit is saying to us, whether directly or through His word, then it will be well for us!
The leading of the Holy Spirit will never lead us wrong. However, the Holy Spirit doesn't always lead us according to our feelings or how we like to rationalize things. Oftentimes, the way the Spirit leads us is contrary to what we will think! This is why we are not called to be feelings and experience led, but Spirit led! Even the enemy can mess with our feelings so when we think a feeling is from the Holy Spirit we are called to test it! Goosebumps aren't always from the Holy Spirit.
We are admonished and exhorted to put on the whole Armor of God. So when it is not on, we are vulnerable yes. The Holy Spirit can seem like our conscience at times yes, and He speaks to us that way as well. However, we are told to compare everything we hear by man or by spirit to the scriptures to see if it is so! Thankfully, the Holy Spirit will never contradict the scriptures