Jesus told many people it is entirely possible to think we are following Him without in fact doing so; in Matthew 7:21 and other passages (e.g. Matthew 19:16ff) Jesus makes clear that it's not we who define what it means to follow.

It's not simply those who call themselves 'Christians', 'born again' (while the term is meaningful in John 3, it has come in some times to be overused extending to 'born again' antiques, businesses or marriages, all of which are good but less than Jesus intends), or those who 'believe' something about God, Jesus or the Bible (it's instructive that even demons 'believe' in the sense of perceive some essential realities accurately (James 2:19), or even those who keep detailed lists of 'dos and don'ts' (such as the religious leaders Jesus addresses in Luke 11:37ff ).

Rather one who follows Christ enters into a living, loving, dynamic relationship with Him. Jesus makes clear it's not a matter of keeping a static, burdensome list of rules:

Following Jesus is staying in step with Him. If He moves, we move. If He speaks, we listen and respond. If He gives a direction, we fulfil it. If He teaches us something, we believe it. Following Jesus is more like a dance than a scripted anything....

The point in doing so it to get to know Him, to come to be rooted in Him, to become as dependent on Him as are leaves on a branch or fruit on the sap and sunshine (John 15).

Following Christ is our response to a great love from God-in-Christ, a love beyond words or human expression, a love seen in part on the cross where His life was exchanged for ours.

It's a love which is exclusive, requiring - as is the nature of God's love - utter faithfulness (cf. Hosea) which cannot be compromised in the dance in which we follow. 

The adventure begins with us turning from following our own lead to following His lead. This involves 'dying to ourselves' in placing Him in the centre of our lives. Jesus calls this in the language of the New Testament 'metanoeō' (e.g. Luke 13:5) which means to 'think differently, re-consider, change one's mind,' often translated as 'repentance.'

"Repentance consists of two parts, and many people attempt only the first part. Repentance means to turn, but many get stuck halfway. The first part of repentance is to turn away with loathing from sin; the second part is to turn toward all the good things God offers in exchange. Indeed it's impossible to turn away from greed without turning toward generosity, to put aside lust without taking up love, or to escape bitterness without embracing celebration." (Mike Mason, Joy - Fire from Heaven, Regent College Publishing, Vancouver)

This 'turning' is the first step in the journey but a decision which those who follow Christ also make repeatedly in life. The first time we turn is often called 'conversion.' John the Baptist spoke of this turning in radical terms in Matthew 3. I believe Dietrich Bonhoeffer's reflections on discipleship are among the more helpful available in understanding this radical about-face.
 
The subsequent steps are those in which we follow Jesus' lead in love in every relationship we engage, each hour we are given, and every circumstance in which we find ourselves. It is a mystical walk (John 3:1-21) and a practical one (James 1:22-27). We renew ourselves in this daily in Him.  

It is a walk in which "His sheep follow him because they know His voice" (John 10: 4ff). Discerning Christ's voice is a sensitivity which grows with daily meditation on the Scriptures, especially the Gospels, time, the willingness to be still and listen, be obedient and to take risks doing so. It is the adventure of a lifetime - and of eternity. There is no other life so worth living.