They don't have to be apparitions. They can be our own mental projections, our wishes, our illusions as well as our delusions. When someone says "the Spirit guides me," I raise my eyebrows.
Let me tell you: everyone says that. The name of the Lord, Holy Spirit, is probably the most blasphemed name of God, for it is used like spare change. And we know what the Bible says about that. [Mark 3:29, Luke 12:10]
Yes, there can be misleading spirits.
That's why we're told to test the spirits by the word of God to make sure we are following the leading of the Holy Spirit.
"Beloved, believe not every spirit, but try the spirits whether they are of God: because many false prophets are gone out into the world." -- 1 John 4:1
If we begin with the presumption that the Holy Spirit DOES in fact work in the lives of God's children and leads them in sanctification, then the discussion becomes not "if" this is true, but if our personal experience is the true experience.
And again, our assurance comes by reading Scripture and recognizing ourselves as Trinitarian believers in Jesus Christ.
"Prove all things; hold fast that which is good." -- 1 Thessalonians 5:21 "Study to shew thyself approved unto God, a workman that needeth not to be ashamed, rightly dividing the word of truth." -- 2 Timothy 2:15"Examine yourselves, whether ye be in the faith; prove your own selves. Know ye not your own selves, how that Jesus Christ is in you, except ye be reprobates?" -- 2 Corinthians 13:5
And, IMO, that's why a presbyterian structure of the church is optimal -- a system of checks and balances among equals, rightly dividing the word of God, subject to a community of like-minded elders and presbyters.