To answer that question, we need to find our intrinsic goals that are not reducible or instrumental to other goals. These bottom-line goals are called first-order goals.
Suppose you ask a person what their goal of life is. He may answer, "To be wealthy." If you then ask, "Why do you want to be wealthy?" He may say, "I want have a good life and give my family a good life." You can continue asking, "Why do you want to have a good life?" because this answer has still not reached a bottom line. But when the person answers, "I want to feel loved.", we reach a goal that is not reducible and instrumental to other goals. If you ask a person why he want to feel loved, he may appear confused by saying "Everyone wants love." or "We all know that love is good." So here "feeling loved" is a first-order goal .
People don't know what they really want because they seldom think about what their ultimate first-order goals are. They simply decide to chase what other people are chasing or what the society tells you is good. They are ignorant of the fact that these goals are so shallow that they can never bring sense of fulfillment and happiness. They forget that these goals are simply instruments to the ultimate first-order goals.
What to live a happy and fulfilling life? First know what you want. I mean, know what you REALLY want, and live for that. This is so-called eudaimonic lifestyle. You want to "feel right", instead of "feeling good."
Ryan, Huta and Deci (2008)
Self determination theory: competence, autonomy, relatedness.
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