When Jesus was baptized in and filled with the Holy Spirit,  the first thing the Holy Spirit did was lead Him -

 "And Jesus being full of the Holy Ghost returned from Jordan,  and was led by The Spirit into the wilderness"

 This example, this pattern, still holds true for us today. When we are first baptized in and filled with the very same Spirit Jesus was filled with,  He will immediately begin to lead us. Be assured it is The Father's Will that we follow our Lord Jesus's example in all things - especially in being full of the Holy Ghost. Yes, believer, He will lead you, He will delight in doing so, but it's up to you to choose to obey and follow His leading, though He takes you out of your comfort zone into a place of hardship  and difficulty,  a place your flesh does not want to go, for where did the Spirit lead Jesus? That's right - into the wilderness.  He did not lead Jesus to the nearest Bible College or Seminary or Synagogue (Church), rather, He led him away from men - from all that was of man - from cities, in all their glory, full of man's glory. No, it was Satan who led Jesus to a city, and led him to the glory of man's kingdoms  - he tempted him with the glory of the flesh: lust of the eyes, of the flesh and pride of life apart from God.

"...and the devil, taking him up into an high mountain,  shewed him all the kingdoms of the world (past, present and future) in a moment of time, and the devil said unto him, All this power will i give thee, and the glory of them..." And too, Satan is tempting us with these things - as he will challenge and tempt anyone filled with the Spirit  - and the only way we can survive these temptations is to follow the Spirit's leading, like Jesus, into the wilderness, away from fallen man's glory, his riches, all that he values and holds dear. 

Why did the Spirit lead him into the wilderness? So that Jesus would learn to be intimate with Him, to fall in love with Him and follow Him alone.  He needed to learn to hear His voice - and where better than in the wilderness  - away from all human voices? He needed to establish a firm, lasting relationship with the Holy Spirit  - an unbreakable bond  - and so must we. It is vital for all we will ever do for him, in his name, fir if it isn't birthed by and led by Him  -  it should not be done - it is a waste of time and effort and resources,  including the most precious resource of all - our soul.

The  entire time He was in the wilderness,  He was learning how to relate to the Spirit in private.  It was just him and his Heavenly Father getting to know each other. We too must learn to relate to our Heavenly Father  in private before we declare our love for Him publicly,  for then, all we declare and do for Him publicly will bring honour to Him whom our heart has fallen in love with in the private times - because we learned to love and listen to and follow Him in private  - far away from men, with their false humility  and form of godliness that denies the power of GOD'S PRESENCE.  They honour themselves  - giving and receiving praise and glory to and from each other. They are full of pride - the deadly kind - pride in their own flesh, in the works of their own hands - they've made IDOLS OUT OF THEMSELVES! They exult in their own accomplishments,  not God's.  Their own works, not God's.  Why do no miracles occur in their gatherings? Because they're content with their own glory and works, not God's. 

If, upon being filled with the Holy Ghost,  we immediately join a typical church,  bypassing the wilderness experience  - if we do not first learn how to be disciplined and discipled by the Holy Spirit  - we will expose ourselves to all kinds of deceptions and falsehoods  - for the Holy Spirit is the only one who can teach us what is false and what is truth. The focus of our walk will become fixed on man, typically our pastor, not God. God will become a tool in man's hand to accomplish man's will, rather than us becoming a tool in God's hands to accomplish the Father's will. 

So do not avoid the wilderness,  when He leads you there - for it is a vital and necessary step in the spiritual journey to full maturity that God has invited us all to join Him in.