As far as direction goes, God is everywhere, so no matter which direction we go, God is already there. Any direction we take is towards Him. The direction God wants us to go is framed in obedience. When we walk in obedience, we are following Jesus. When we walk in love, we are following Jesus. When we are walking in the Spirit, we are following Jesus. When we are denying ourselves, we are following Jesus. When we are walking in humility, we are following Jesus. When we are being persecuted for His sake, we are following Jesus. When we are feeding the poor, we are following Jesus. When we are visiting orphans and widows in their distress, we are following Jesus.
Following Jesus is not a direction...it's a lifestyle.
Then he said to them all: “Whoever wants to be my disciple must deny themselves and take up their cross daily and follow me. (Lk 9:23 NIV)