Jesus Christ is the The Good Shepherd    

Jesus Christ called Himself the Good Shepherd, and the Door of the Sheep

John 10:14  "I am the good shepherd, and know my sheep, and am known of mine."

John 10:7  "Then said Jesus unto them again, Verily, verily, I say unto you, I am the door of the sheep."

The true church does not follow strangers. They know who their leader is, and they follow Him. 

John 10:1-5  "Verily, verily, I say unto you, He that entereth not by the door into the sheepfold, but climbeth up some other way, the same is a thief and a robber. But he that entereth in by the door is the shepherd of the sheep. To him the porter openeth; and the sheep hear his voice: and he calleth his own sheep by name, and leadeth them out.  And when he putteth forth his own sheep, he goeth before them, and the sheep follow him: for they know his voice.  And a stranger will they not follow, but will flee from him: for they know not the voice of strangers."

Jesus Christ is the head of the true church.

Ephesians 5:23  "For the husband is the head of the wife, even as Christ is the head of the church: and he is the saviour of the body."

Ephesians 1:22-23  "And hath put all things under his feet, and gave him to be the head over all things to the church, Which is his body, the fullness of him that filleth all in all." 

Colossians 1:12-20  "Giving thanks unto the Father, which hath made us meet to be partakers of the inheritance of the saints in light: Who hath delivered us from the power of darkness, and hath translated us into the kingdom of his dear Son: In whom we have redemption through his blood, even the forgiveness of sins: Who is the image of the invisible God, the firstborn of every creature: For by him were all things created, that are in heaven, and that are in earth, visible and invisible, whether they be thrones, or dominions, or principalities, or powers: all things were created by him, and for him: And he is before all things, and by him all things consist. And he is the head of the body, the church: who is the beginning, the firstborn from the dead; that in all things he might have the preeminence. For it pleased the Father that in him should all fullness dwell; And, having made peace through the blood of his cross, by him to reconcile all things unto himself; by him, I say, whether they be things in earth, or things in heaven."

Yes but some might reason that we need a human leader, or leadership of the true church, since Christ isn't here to lead us. "Where is Jesus?"  they might wonder. How can we follow Him when He isn't here? So they might reason that they need human shepherds to lead them.

In reality Christ is here right among us. He is present through His spirit. Christ leads and guides the true church through the Holy Spirit. 

The true church is a spiritual organism consisting of those who have the Holy Spirit living in them. 

Romans 8:9   "But ye are not in the flesh, but in the Spirit, if so be that the Spirit of God dwell in you. Now if any man have not the Spirit of Christ, he is none of his." 

Yes but some might argue that we cannot understand exactly what Christ's will is, and where He might want to lead us through the Spirit,  because there are so many conflicting ideas out there, and so many different churches. One says this and the other says that - so who is one to believe?  So people might argue that we cannot know for sure what Christ wants for us, since Christ is not here. So how can we know His will? So we need a human church hierarchy to lead the church and set doctrine, because there will just be confusion otherwise - might be their reasoning. 

Some might say that - if only Christ would come down to them and tell them plainly what He wanted them to do - then everything would be fine and they could understand God's will for them. 

Actually Jesus did come down here to this earth, and lived right among us. He spoke openly to people, and taught people. And he left with us His instructions in a collection of books - it is called the Bible. The Bible is the inspired word of God. The very words of Jesus are right there for us in the Gospels of Matthew, Mark, Luke and John. 

2 Timothy 3:15-16  "And that from a child thou hast known the holy scriptures, which are able to make thee wise unto salvation through faith which is in Christ Jesus. All scripture is given by inspiration of God, and is profitable for doctrine, for reproof, for correction, for instruction in righteousness:" 

The Bible says that all scripture is given by inspiration of God, and that includes the Old Testament.

2 Peter 1:20-21  "Knowing this first, that no prophecy of the scripture is of any private interpretation.  For the prophecy came not in old time by the will of man: but holy men of God spake as they were moved by the Holy Spirit."

Jesus Christ is the Word. The Bible is the word of God. 

Christ leads and guides us through the Holy Spirit. Christ's very words are recorded for us in the Bible, which is the inspired word of God. 

There are many ways that Christ and God the Father lead and guide us, and here is a partial list of the ways Christ shepherds the church:

1. Through His inspired word the Bible.
2. Through the Holy Spirit.
3. Through His servants in the church - and Christ's true servants teach from the Bible, and have no authority to make up doctrines that are unbiblical, or to misrepresent what the Bible teaches. 
4. Through answered prayer.
5. We can understand a lot about God by studying God's handicraft - the Creation. God is the creator of the natural world. So we can learn a lot about God by studying His work. Living close to nature helps us be closer to the Creator. 
6. By keeping the weekly Sabbath in its proper spirit. The weekly Sabbath is from Friday sunset to Saturday sunset. This is the same Sabbath Christ kept. This is a day that God has set apart - that belongs to God. It is a time when Christ and God the Father will teach you. So keep the Sabbath, and pray and then Jesus will teach you vital spiritual lessons on that day.  Try it and you will find out this to be true. 
7. Keeping the annual Sabbaths in the proper way will help you understand God's plan. The Passover is very important. The others are customs, and it is not essential we keep them, but if we can we should try to do so. Why ? Because God will teach us during these times - and we need these spiritual lessons more than we need food. Also because they are God's customs, and Christ kept all of these Holy Days. These seven annual Holy Days are the following: Passover, Feast of Unleavened Bread, Pentecost, Feast of Trumpets, Day of Atonement, Feast of Tabernacles, and the Last Great Day. 

There are many, many other ways the unlimited Christ speaks to us and teaches us. However, remember that Christ has already given us so much in the Bible. Christ never changes, and the things He taught around 2,000 years ago are still the same things He will teach today.