...We continually ask God to fill you with the knowledge of His will through all the wisdom and understanding that the Spirit gives...
What is the knowledge of God's will? We sometimes have strange views about the will of God. We think it is hard to find. We ask God to lead and guide us in big and small decisions: should I marry person A? Have a career in B job? Live in X city? Witness to my neighbour? Have cereal for breakfast or eggs? Etc.
God has revealed His will in His Word. If we are not living in the light we have, we do not have the right to expect God to give us further guidance. For example, a person who prays about whether it is God's to marry a specific person while not maintaining God's sexual standards or knowing that the intended is not a Christian has no right to expect God to answer. They are not living according to God's revealed will; why should He tell them anything else?
The knowledge of the Will of God comes first and primarily from the Scripture. God expects us to live according to the standards and rules He has clearly laid out. If we are going to be filled with the knowledge of God's will, we need to be filled with the Scripture...and order our lives according to it.
Until that happens, any other seeking after the will of God is simply self-deception. We don't really want to know the will of God; we want God to approve our will. We become like the army officers in Jeremiah 42 and 43.
"Then all the army officers...they said to Jeremiah, 'May the Lord be a true and faithful witness against us if we do not act in accordance with everything the Lord your God sends you to tell us. Whether it is favourable or unfavourable, we will obey the Lord our God...Ten days later the word of the Lord came to Jeremiah...When Jeremiah had finished telling the people all the words of the Lord their God...all the arrogant men said to Jeremiah, 'You are lying! The Lord our God has not sent you...'...the army officers and all the people disobeyed the Lord's command to stand in the land of Judah."
We say we want God's will, but when it turns out to be something we don't like, we disobey it showing that all we really wanted was for God to approve our will.