Ray, the protagonist in Shoeless Joe, and Santiago, the protagonist in The Alchemist, are similar to the prophets of the Abrahamic faiths (Judaism, Islam, Christianity). Like these prophets, who received instructions from cosmic beings and supernatural entities, Ray and Santiago follow not only their inner voices but also an external supernatural voice.
Ray's supernatural interventions are more blatant, because spirits physically manifest before his eyes. In The Alchemist, Santiago receives guidance through a more mysterious force that is invisible to the naked eye.
This means that the inner voice and the external voice he hears in the desert are one and the same. Ray, however, hears an external voice instructing him to build the baseball field so that various spirits and living people can attain redemption for past failures. This is also a means to bring closure to Ray's relationship with his late father.
For Ray, the inner voice, then, is his own logical thought process trying to understand if the external voice is real. It doesn't take long for Ray to follow the external voice instead of his own reasoning.
The common trait between Ray and Santiago is that they both follow their instincts and do not let the opinions of others, who think their respective journeys are either futile or a product of madness, sway them. Both characters believe that the supernatural guidance they receive—as well as the "signs" in The Alchemist—will lead them to a kind of truth or contentment.