Godi,
there is something extremely remarkable in the lineage of Dorje Shugden, in that he has manifested not just as a Dharma Protector but also as a Lama. This is where the greatness of those many incarnations as teachers come through - Panchen Sonam Drakpa and Tulku Drakpa Gyeltsen being the two most renowned teaching incarnations, amongst many others.
DS is capable not just of protecting, blessing, and clearing our obstacles but, most supreme, he is able to teach us just as a Lama can, thus giving us the wisdom that we can apply to bring ourselves to enlightenment. When we receive advice or teachings from DS, such as through an oracle, it could be that we are receiving this directly from the "teaching aspect" of DS, where the emanation of Dulzin takes trance. There is a photograph of this right on the front page of this website (in the moving slideshow of pictures).
Like others have already pointed out, understanding the details of his other incarnations and the many great deeds they have performed in teaching, spreading the Dharma and making it grow, we develop incredible faith in our minds. We gain the understanding that this protector is by no means ordinary but a completely, fully enlightened being who, if we take refuge in him, can take us fully to enlightenment.