Padre Pio had encounters with angels throughout his life and got to know them very well. He also received interior locutions; he had to discern from whom they came and how he ought to react to them.
In a letter he wrote on July 15, 1913, to Annita, he gives her (and us) invaluable advice regarding how to act in relation to our guardian angel, locutions, and prayer.
Dear daughter of Jesus,
May your heart always be a temple of the Holy Spirit. May Jesus increase the fire of his love in your soul and may he always smile upon you, as he does on all the souls that he loves. May Mary Most Holy smile upon you during all the events of your life, and abundantly make up for the absence of your earthly mother.
May your good guardian angel always watch over you, and be your guide on the rough path of life. May he always keep you in the grace of Jesus and hold you up with his hands so that you may not hurt your foot on a stone. May he protect you under his wings from all the deceits of the world, the devil and the flesh.
Have great devotion, Annita, to this beneficent angel. How consoling it is to know that we have a spirit who, from the womb to the tomb, never leaves us even for an instant, not even when we dare to sin. And this heavenly spirit guides and protects us like a friend, a brother.
But it is very consoling to know that this angel prays unceasingly for us, and offers God all of our good actions, our thoughts, and our desires, if they are pure.
Oh! For goodness’ sake, don’t forget this invisible companion, ever present, ever disposed to listen to us and even more ready to console us. Oh, wonderful intimacy! Oh, blessed companionship! If only we could understand it! Keep him always before your mind’s eye. Remember this angel’s presence often, thank him, pray to him, always keep up a good relationship. Open yourself up to him and confide your suffering to him. Be always afraid of offending the purity of his gaze. Know this, and keep it well present in your mind. He is easily offended, very sensitive. Turn to him in moments of supreme anguish and you will experience his beneficent help.
Never say that you are alone in the battle against your enemies; never say that you have no one to whom you can open your heart and confide. It would be a grave injustice to this heavenly messenger.
Regarding interior locutions, don’t worry; stay calm. What you must avoid is your heart becoming attached to these locutions. Don’t give them too much importance; show that you are indifferent. You should neither scorn nor love or desire such things. Always respond to these voices thus: "Jesus, if it is you who are talking to me, let me see the facts and effects of your words, that is to say, holy virtue in me."
Humble yourself before the Lord and trust in him; spend your energy, with the help of divine grace, in the practice of the virtues, and then let grace work in you as God desires. The virtues are what sanctify the soul and not supernatural phenomena.
And don’t confuse yourself trying to understand which locutions come from God. If God is their author, one of the principle signs is that as soon as you hear those voices, they fill your soul with fear and confusion, but then, they leave you in a divine peace. On the contrary, when the author of the interior locutions is the enemy, they begin with a false security, followed by agitation and indescribable malaise.
I have absolutely no doubt that God is the author of the locutions, but we must be very cautious because often the enemy mixes in a great deal of his own work with them. But this should not scare you: this is a test to which even the greatest saints and most enlightened souls were subjected, and yet they were acceptable in the eyes of the Lord. You must simply be careful not to believe in these locutions too easily, above all dealing with those that are related to how you must act and what you must do. You should receive them and submit them to the judgment of your director and resign yourself to accept his decision.