Led by the Spirit

After Jesus was baptized, the gospels tell us that He was "led by the Spirit into the wilderness" (Matt 4, Mark 1, Luke 4).  

Did Jesus have this magical feeling that He should go to the wilderness instead of into town?  What is it to be "led by the Spirit"?  How did He know to go to the wilderness?  How was He led?

It's not unlike how Simeon knew when to show up in the temple to see the baby Messiah.  The Scriptures told him/Him.

When Jesus was baptized, He was declared to be "the Lamb of God that takes away the sin of the world."  The Scriptures tell us about the scapegoat (Leviticus 16).  When the sin of the people was imputed to that lamb, it was driven into the wilderness to "take away sin."  When the sin of the world was imputed to Jesus, that made Him the true scapegoat.  That meant He had to go into the wilderness. 

He knew this.  He knew God's word. 
The Spirit led Him through what the Scriptures said.