From the Virtues and Spiritual Doctrine of St. Vincent de Paul:
"A vocation is a call from God for the purpose of doing something. God says: “I wish this soul to sanctify itself in serving Me in such an occupation.”
Though His Divine Goodness often calls us by means that are unknown to us, yet He most frequently employs the strong desire which he gives us, to be received into such a state, and the perseverance we manifest in our request. After this, we must no longer doubt that our vocation comes from God; for when you allow yourselves to entertain the doubt, it is, ordinarily, because you find difficulty in the practice of poverty, of humility, and of obedience which the demon endeavors to make appear to you impossible. But God is immovable in His judgments, and the salvation of souls is not of such little consequence to Him that He does not take all the necessary care to place them in the way the most sure and most easy for them to secure it.
But we must not leave that way, for should a person who is on a long journey turn aside and leave the high road he runs the risk of meeting only by-ways that will lengthen the distance. A man, with his orchard planted with good fruit bearing trees, would incur the risk of not only gathering no fruit, but also of killing the trees, were he to change them constantly and yearly transplant them.
Judas, having been called to the apostleship and having had a participation in the graces of God, imagined he was not right when he was, and thought to better himself elsewhere. You know his history and how he was lost. Let us, then, remain where God has called us."
He gives the example of a soldier leaving his post, and being killed for desertion.
“It is the same with the soul. Faithless to its vocation, it no longer knows any rest. Far better for it would have been, had it never began, for then, at least, it would not have to answer for so many graces received and abused. On the contrary, the soul that perseveres drives the demons back into hell when it resists their temptations. And it, at the same time, gives great joy to God; for He is looking on, and takes a singular pleasure in witnessing its perseverance in what it has undertaken for His love, notwithstanding all the combats of flesh and blood, and all the wiles of the evil spirit.”