I was raised in a religious house. I went to church every Sunday until I was about 20. I played guitar for the church. Everyone else always talked about "feeling" the holy spirit, especially when I specifically played the music for the church.
I tried so, so hard, but never once in my life did I feel a damn thing. I prayed and prayed and prayed, but nothing. I was good friends with the pastor, and he would give me tips on listening for what God was telling me, but I never heard anything.
And eventually I gave up.