They think you should try and make sure it's really God (they give conflicting answers as to how, mostly involving your own moral judgments which seems kinda tautological) and then do as He says.
There is a biblical description of how to tell if a given instruction is divine or not, found at the start of 1 John chapter four:
1 John 4:1 Dear friends, stop believing every spirit. Instead, test the spirits to see whether they are from God, because many false prophets have gone out into the world. 4:2 This is how you can recognize God’s Spirit: Every spirit who acknowledges that Jesus the Messiah has become human—and remains so—is from God. 4:3 But every spirit who does not acknowledge Jesus is not from God. This is the spirit of the antichrist. You have heard that he is coming, and now he is already in the world.
One can also use the example of Jesus' temptation in the desert to see how to react if one is not sure.
And yet, I have never had a theist claim that "Every spirit who acknowledges that Jesus the Messiah has become human—and remains so—is from God." That any spirit that agrees with scripture, maybe.
Was Jesus unsure if the temptation in the desert was God talking?
Happy New Year! Here's the latest and greatest installment of rationality quotes. Remember: