You may “know” in a personal way that you are called to a particular state of life but you don’t “know” for sure until the Church affirms it for you by admitting you to marriage, the priesthood, Religious life . . .
Do not expect to be hit over the head with a 2x4. Remember Elijah: God was not present in the earthquake, the wind or the fire. It was the “small voice.” The “voice” may not be more than a question for you. But if you do not pursue it, you will never know.
Once you have entered a particular state (marriage, religious life) if you feel you have made a mistake, you need to realize that you have made a commitment before God – in some cases, such as marriage, you have entered into Solemn Vows – and that God will give you the grace to persevere. Your “feelings” that you made a mistake are a temptation.