I don’t think I’ve ever felt Jesus speak to me…

Hello all, I was raised Christian, and I’ve been trying to explore my faith a bit now that I’m in college, so I started attending a bible study. But I hear everyone sharing stories about times that Jesus spoke to them, and to be honest, I don’t know if I’ve ever experienced that. I still believe, but I feel kind of left out that I don’t think I’ve ever seen that happen. I’m not really sure what it’s supposed to feel like, if I’m supposed to hear some voice in my head or the like. If anyone’s ever had an experience where the lord spoke to them, what is it supposed to look like? Is there anything I can do to make it happen?