You have struggled with it and so have I. Perhaps the present tense would be more fitting than the past. Few among us move with clairvoyance and confidence in the "gray" areas of life, those areas in which liberty is bounded by loyalty.
But when Paul wrote to the Colossian believers, he said, I "do not cease to pray for you ... that ye might be filled with the knowledge of His will" (Col 1:9). Down on his knees amidst the quaternion of Roman soldiers, Paul lifted his heart to God for these believers. Perhaps looks of astonishment or of scorn marked the faces of men who were privileged to see the burden, and possibly even hear the breathings of the apostle for the Colossians. Little did they realize the value of this prison prayer or of all Pauls prison petitions.
What was the will of God for them? They had one great advantage over us: the will of God in this instance was, and remains, eminently clear. In the context of Colossians 1, there can be no doubt that the will of God is that Christ have the place of preeminence. His will is unthwartable; His purposes are immutable; His desire and decree are a forgone conclusion.
Think of how many things the knowledge of that "will" answered for them. It meant that there was nothing higher than Christ - not angels, dominions, principalities or powers (Col 1:16). It meant that they needed nothing else to make them secure and complete (ch 2:10). It relegated to the bin of obscurity and impotence, all legalism, asceticism, and mysticism (ch 2).
Knowing that divine fiat had determined that Christ have "in all things the preeminence" meant that lifes "big" questions were settled. If He is Lord of all (ch 3:11), then God intends Him to have the place of preeminence in my own life as well. The One Who will one day fill the universe is meant to fill my life now. The One Who will one day reign supreme should be reigning in my life now.
It reduces Christianity to its simplest terms: Christ supreme. This great truth will solve the many questions which confront me; it will answer many of the questionable areas of life and arrange them in a hierarchy which will find their proper place in my life only when Christ is preeminent.
This is not mere "head" knowledge. It is meant to result in a walk "worthy of the Lord unto all pleasing," and a life marked by "being fruitful in every good work" (Col 1:10).
Assembly life and interpersonal relationships, family life with its tests, business life with its stress - all are regulated by this great reality (ch 3, 4). Nothing is an outlier. All is included.
Is the knowledge of His will influencing your life?