Jesus knew that Saul was alone at that time in prayer what he was praying we do not know, but Jesus said to him there would be one coming. He did not Saul that he was going to be part of "the way", Ananias comes as Saul was told one would come, he laid his hands on him, and scriptures states he receives his sight and then the Baptism with the Holy Spirit and then was water Baptized. Ananias was just as we would be getting a direct order from Our Lord, and question Him, like don't you know who this guy is and what he has been doing to your people? Jesus tell him bluntly that he will be used mightily, the one who persecuted will now come and be a mouth for me.
Yes there has been times I knew the Lord told me to do something...I heard and did not want to do it, procrastinated, but amazingly enough when I was determined not to do this particular thing, HE said to me loud and clear "get in there!" I did listen then when I heard the loud stern voice, and it was a wonder, and so happy that I did finally listen and He showed me much...and I praise Him and Exalt Him daily. there has been times I did not listen and suffered the consequences, but I know it hurt God more than me...He is so lovingly filled with Mercy and Compassion for His people....amen....