"Then was Jesus led up of the Spirit into the wilderness to be tempted of the devil." Matthew 4:1
The Spirit led Jesus into the wilderness to be tempted of the devil, but He did not leave Jesus in the wilderness. He did not leave Jesus alone in the wilderness. He did not leave Jesus by Himself in the wilderness. He stayed with Jesus. He was there every second of every minute of every day--- all forty of them. He was walking along beside Him giving Him strength, grace and every other thing He needed to make it through.
Wherever the Spirit of the Living God may lead you, remember this-- He may lead you, but He won't leave you. He may lead you into some unpleasant places, out of your comfort zone, through the fire, through the wilderness, in the valley, in the middle of a storm, through darkness, but He won't abandon you. He has promised to be with you... always! Therefore, He will.
So, don't fear to follow the Spirit of God. He knows where He is leading you, and why. He knows what that place holds. He knows what you will go through. He knows what you will experience. He knows what you will encounter, but He has a plan for you. He has a deliverance to give you, a fruit to produce in you, a grace to manifest through you, a light to cause to shine brightly through you, and a victory to see you walk in.
Have a great day. The Spirit will lead you, but He won't leave you when He leads you.