The Latihan Kejiwaan of Subud, (Indonesian) literally meaning spiritual exercise, is a direct receiving of the Great Life force from all mighty God. Anyone can receive the Latihan by going to a Subud Group, anywhere in the world, and being opened (which does not cost anything).
When a person is opened in Subud (when they do Latihan for the first time), the Latihan is felt a vibration inside their body. Over time, they may feel moved (by the power of God) to walk around, shout or sing.
The Latihan is a worship of God. Its aim is the growth of the human soul. Bapak, the founder of Subud described it as involving first opening up the soul, which losing contact with God due to exposure to the material world around us, then cleaning it of the wrong actions that result from interacting with the world, and thirdly allowing the soul to grow, so that we can feel and understand the world around us in a way more in accordance with out true self.
The Latihan is very different from other spiritual techniques such as meditation, as it does not involve focusing the mind and thoughts, but rather letting go of them. It simply involves complete surrender to the power of God. God takes over from there.
The reason that Subud members view the Latihan as being from God is because they feel it when they are completely calm and in a state of surrender, not thinking about anything (and certainly not everything).
It is said that the latihan is like a mango. You cannot really explain to someone what a mango tastes like. You can tell them it is soft, and sweet, and juicy. But they won't know what you are talking about until they try it for themselves.