There is excitement and joy when you recognize that it's the Lord. I am thinking about the time when the disciples recognized that the "ghost" walking upon water toward them was really the Lord. Later they realized that the one standing on the shore directing them to cast their net to catch fish was the resurrected Lord. And then the eyes of the two disciples on the way to Emmaus were opened at the breaking of the bread.
I also feel that any time you recognize that a thought, a word, a desire, an urge, or a voice is coming from or prompted by the Holy Spirit, get excited and be joyful that it is the Lord within you.