how to know that i walk with Holy Spirit?

To know whether you walk in the Holy Spirit, check what you are doing with the Holy Bible. If what you are doing is in accordance with the Holy Bible, then you are walking in the Spirit. If you find even one thing that you do that is not in the Holy Bible, then you are not walking in the Holy Spirit.

When you ask Jesus to be the Lord of your life, Cliff, then Holy Spirit comes in and dwells in you. Romans 8:11,14-17

There is a very wonderful prayer called Footprints. It describes the journey you are speaking of. When you look up this prayer online and read it, it may explain part of what you are asking. The rest is based upon praying to be shown in your own way. Each persons journey to God is different but special in it's own way.